Pages that link to "Item:Q2326366"

The following pages link to Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366):

Displaying 50 items.

• Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
• Fractional Black-Scholes model and technical analysis of stock price (Q1790043) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• A tau method based on Jacobi operational matrix for solving fractional telegraph equation with Riesz-space derivative (Q1983811) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• Numerical treatment of the space fractional advection-dispersion model arising in groundwater hydrology (Q2027716) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
• Numerical investigation of space fractional order diffusion equation by the Chebyshev collocation method of the fourth kind and compact finite difference scheme (Q2056482) (← links)
• High-order compact scheme for the two-dimensional fractional Rayleigh-Stokes problem for a heated generalized second-grade fluid (Q2078191) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• Numerical investigation of the one-dimensional fractional Rayleigh-Stokes equation in Caputo sense by Kansa RBF method (Q2170904) (← links)
• Convergence analysis of the space fractional-order diffusion equation based on the compact finite difference scheme (Q2176208) (← links)
• Highly accurate technique for solving distributed-order time-fractional-sub-diffusion equations of fourth order (Q2176214) (← links)
• Discontinuous Galerkin methods for fractional elliptic problems (Q2176241) (← links)
• Operational matrices based on hybrid functions for solving general nonlinear two-dimensional fractional integro-differential equations (Q2176840) (← links)
• Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations (Q2196283) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Two-dimensional Müntz-Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations (Q2307865) (← links)
• Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
• Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• Novel operational matrix method for the numerical solution of nonlinear reaction-advection-diffusion equation of fractional order (Q2675779) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• (Q4585259) (← links)
• (Q5014971) (← links)
• A NOVEL PERSPECTIVE FOR THE FRACTAL SCHRÖDINGER EQUATION (Q5023965) (← links)
• A NEW PERSPECTIVE FOR TWO DIFFERENT TYPES OF FRACTAL ZAKHAROV–KUZNETSOV MODELS (Q5025020) (← links)
• A NOVEL VARIATIONAL APPROACH FOR FRACTAL GINZBURG–LANDAU EQUATION (Q5025343) (← links)
• (Q5074741) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
• Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)