Pages that link to "Item:Q1796725"
From MaRDI portal
The following pages link to A universal difference method for time-space fractional Black-Scholes equation (Q1796725):
Displaying 21 items.
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Numerical analysis of two new finite difference methods for time-fractional telegraph equation (Q2033774) (← links)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- Oscillatory and asymptotic properties of third-order quasilinear delay differential equations (Q2067725) (← links)
- An improved approach for studying oscillation of generalized Emden-Fowler neutral differential equation (Q2069348) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Oscillatory behavior of a second order nonlinear advanced differential equation with mixed neutral terms (Q2141966) (← links)
- A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- (Q5085891) (← links)
- (Q5088812) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
- Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes (Q6170560) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)