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The following pages link to A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801):

Displaying 15 items.

Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
(Q5095447) (← links)
Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model (Q6590574) (← links)
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)