Pages that link to "Item:Q2407863"
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The following pages link to Numerical simulation of a finite moment log stable model for a European call option (Q2407863):
Displaying 11 items.
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- An unstructured mesh control volume method for two-dimensional space fractional diffusion equations with variable coefficients on convex domains (Q2279863) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method (Q5382407) (← links)
- Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
