Pages that link to "Item:Q6142000"
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The following pages link to A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000):
Displaying 5 items.
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Long time \(H^1\)-stability of fast \(\mathrm{L}2\)-\(1_\sigma\) method on general nonuniform meshes for subdiffusion equations (Q6126077) (← links)
- Temporal Second-Order Fast Finite Difference/Compact Difference Schemes for Time-Fractional Generalized Burgers’ Equations (Q6493953) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
