Pages that link to "Item:Q2053261"

The following pages link to A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261):

Displaying 19 items.

• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← 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)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• A novel scheme to capture the initial dramatic evolutions of nonlinear subdiffusion equations (Q2053326) (← links)
• A transformed \(L 1\) method for solving the multi-term time-fractional diffusion problem (Q2060320) (← links)
• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
• (Q5074741) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations (Q6196454) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (Q6561203) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
• Pointwise-in-time error analysis of the corrected \(\mathrm{L}1\) scheme for a time-fractional sine-Gordon equation (Q6649254) (← links)