Pages that link to "Item:Q2019607"

The following pages link to Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607):

Displaying 8 items.

• Phase-field computations of anisotropic ice crystal growth on a spherical surface (Q2094315) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• (Q5095447) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
• A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)