Pages that link to "Item:Q2131687"
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The following pages link to A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687):
Displaying 5 items.
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
- (Q5074741) (← links)