Pages that link to "Item:Q2007317"
From MaRDI portal
The following pages link to Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317):
Displaying 12 items.
- Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
- Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- Interest-rate products pricing problems with uncertain jump processes (Q2045339) (← links)
- On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method (Q5382407) (← links)
- Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
