Pages that link to "Item:Q2822979"
From MaRDI portal
The following pages link to On approximate-analytical solution of generalized Black-Scholes equation (Q2822979):
Displaying 17 items.
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- A homotopy analysis method for the option pricing PDE in post-crash markets (Q500201) (← links)
- An accurate and efficient numerical method for solving Black-Scholes equation in option pricing (Q843396) (← links)
- Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413) (← links)
- On analytical solutions of the Black-Scholes equation (Q1003861) (← links)
- On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813) (← links)
- A generalization of option pricing to price-limit markets (Q2211004) (← links)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- On analytical solution of the Black-Scholes equation by the first integral method (Q2806727) (← links)
- On the Solution of the Black-Sholes Equation with Jump Process (Q3018085) (← links)
- (Q3162369) (← links)
- (Q3654066) (← links)
- GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING (Q4959408) (← links)
