Pages that link to "Item:Q4556420"
From MaRDI portal
The following pages link to A new method for option pricing via time-fractional PDE (Q4556420):
Displaying 9 items.
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239) (← links)
- Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation (Q5076656) (← links)
- (Q5159712) (← links)
- (Q5257012) (← links)
- Pricing of Quanto power options and related exotic options (Q6110429) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)