Pages that link to "Item:Q5080093"

The following pages link to Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093):

Displaying 22 items.

• Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
• Black-Scholes equation with distributed order in time (Q1982753) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Solitary wave propagation of the generalized Kuramoto-Sivashinsky equation in fragmented porous media (Q2101318) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← 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)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• (Q5884063) (← links)
• Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)