Pages that link to "Item:Q5025469"
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The following pages link to A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469):
Displaying 5 items.
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
- (Q5884063) (← links)
