Pages that link to "Item:Q2213046"

The following pages link to Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046):

Displaying 29 items.

• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
• On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
• An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
• Second-grade fluid model with Caputo-Liouville generalized fractional derivative (Q2120386) (← links)
• A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813) (← links)
• Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
• Numerical simulation of initial value problems with generalized Caputo-type fractional derivatives (Q2189680) (← links)
• Novel approaches for getting the solution of the fractional Black-Scholes equation described by Mittag-Leffler fractional derivative (Q2195502) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• Analysis of the fractional diffusion equations described by atangana-baleanu-Caputo fractional derivative (Q2213457) (← links)
• Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (Q2677627) (← links)
• A computational study of transmission dynamics for dengue fever with a fractional approach (Q3384198) (← links)
• (Q4438488) (← links)
• (Q5143847) (← links)
• European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
• A study on fractional HIV‐AIDs transmission model with awareness effect (Q6140811) (← links)
• A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
• Numerical study of generalized modified Caputo fractional differential equations (Q6159556) (← links)
• Symmetries of fractional Guéant-Pu model with Gerasimov-Caputo time-derivative (Q6187921) (← links)
• Linearly autonomous symmetries of a fractional Guéant-Pu model (Q6194315) (← links)
• Interconnected Takagi-Sugeno system and fractional SIRS malware propagation model for stabilization of wireless sensor networks (Q6544606) (← links)
• On linear-autonomous symmetries of Guéant-Pu fractional model (Q6553594) (← links)
• Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
• Numerical solution of a new generalized American option under \(\psi\)-Caputo time-fractional derivative Heston model (Q6633355) (← links)