The following pages link to (Q4585259):
Displaying 14 items.
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Adomian series solution of a generalized Black-Scholes equation and its numerical computation (Q2825027) (← links)
- A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- (Q5085891) (← links)
- (Q5088812) (← 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)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
- Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes (Q6170560) (← links)
