Pages that link to "Item:Q4557276"

The following pages link to Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276):

Displaying 16 items.

• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
• Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
• (Q5260264) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
• A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation (Q6647939) (← links)