The following pages link to (Q5074741):
Displaying 8 items.
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
- (Q6121995) (← links)
