Pages that link to "Item:Q2058204"
From MaRDI portal
The following pages link to On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204):
Displaying 15 items.
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- (Q4970492) (← links)
- (Q5014971) (← links)
- (Q5095447) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- Calculations of fractional derivative option pricing models based on neural network (Q6049282) (← links)
- (Q6119093) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
- Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (Q6568874) (← links)
