Pages that link to "Item:Q2029115"
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The following pages link to A space-time spectral method for time-fractional Black-Scholes equation (Q2029115):
Displaying 18 items.
- Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Time-space spectral Galerkin method for time-fractional fourth-order partial differential equations (Q2103143) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- L1 method on nonuniform meshes for linear time-fractional diffusion equations with constant time delay (Q2162332) (← links)
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
- (Q5095447) (← links)
- Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method (Q5382407) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)
