Pages that link to "Item:Q2142034"
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The following pages link to An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034):
Displaying 8 items.
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- (Q4955537) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- (Q6119113) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- Efficient numerical algorithms for solving a time-fractional diffusion equation with weakly singular solution (Q6581991) (← links)
- Novel numerical methods based on graded, adaptive and uniform meshes for a time-fractional advection-diffusion equation subjected to weakly singular solution (Q6664381) (← links)
