Pages that link to "Item:Q6141522"
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The following pages link to A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522):
Displaying 12 items.
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276) (← links)
- (Q4970492) (← links)
- (Q5014971) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
- Bifurcation detections of a fractional-order neural network involving three delays (Q6578264) (← links)
- A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)
