Pages that link to "Item:Q5858046"

The following pages link to COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046):

Displaying 7 items.

• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• (Q5074741) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)