Pages that link to "Item:Q2319595"

The following pages link to Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595):

Displaying 16 items.

• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• Multiscale estimation of processes related to the fractional Black-Scholes equation (Q1424648) (← links)
• Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• Black-Scholes equation with distributed order in time (Q1982753) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
• Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
• Two step Adams Bashforth method for time fractional Tricomi equation with non-local and non-singular kernel (Q2122338) (← links)
• Fractional modified Kawahara equation with Mittag-Leffler law (Q2124268) (← links)
• Extremal solutions of \(\varphi\)-Caputo fractional evolution equations involving integral kernels (Q2133222) (← links)
• An analysis of a mathematical fractional model of hybrid viscous nanofluids and its application in heat and mass transfer (Q2199769) (← links)
• An efficient numerical method for fractional model of allelopathic stimulatory phytoplankton species with Mittag-Leffler law (Q2230335) (← links)
• Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
• (Q5074741) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)