Pages that link to "Item:Q2043837"
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The following pages link to Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837):
Displaying 5 items.
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
- Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (Q6568874) (← links)
- Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
