Pages that link to "Item:Q2260533"
From MaRDI portal
The following pages link to Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533):
Displaying 13 items.
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579) (← links)
- نگرشی بر تجزیه و تحلیل مدلهای ریاضی در پیشگیری و زوال تومورهای سرطانی (Q4615702) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- Analytical solution of the Black-Scholes equation by using variational iteration method (Q5415415) (← links)
- A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
- Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion (Q6557966) (← links)
- Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (Q6568874) (← links)
