Pages that link to "Item:Q5097808"

The following pages link to On the numerical solution of time fractional Black-Scholes equation (Q5097808):

Displaying 11 items.

• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
• (Q5074741) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (Q6568874) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
• A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)