Pages that link to "Item:Q2656030"
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The following pages link to A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030):
Displaying 4 items.
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model (Q6590574) (← links)