Pages that link to "Item:Q2029151"

The following pages link to A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151):

Displaying 24 items.

• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• Black-Scholes equation with distributed order in time (Q1982753) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation (Q2094337) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation (Q2159414) (← links)
• Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• (Q5095447) (← links)
• A robust higher-order numerical technique with graded and harmonic meshes for the time-fractional diffusion-advection-reaction equation (Q6047617) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
• A high-order unconditionally stable numerical method for a class of multi-term time-fractional diffusion equation arising in the solute transport models (Q6159554) (← links)
• A New Compact Numerical Scheme for Solving Time Fractional Mobile-Immobile Advection-Dispersion Model (Q6203951) (← links)
• A robust adaptive moving mesh technique for a time-fractional reaction-diffusion model (Q6495278) (← links)
• Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
• A fourth-order compact ADI scheme for solving a two-dimensional time-fractional reaction-subdiffusion equation (Q6606830) (← links)
• A spatial sixth-order numerical scheme for solving fractional partial differential equation (Q6620436) (← links)
• A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)