Pages that link to "Item:Q2175832"
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The following pages link to A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832):
Displaying 11 items.
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
- PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
- High-order numerical schemes based on B-spline for solving a time-fractional Fokker-Planck equation (Q6664896) (← links)
