Pages that link to "Item:Q2166825"

The following pages link to A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825):

Displaying 9 items.

• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
• (Q5074741) (← links)
• A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)
• A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation (Q6647939) (← links)