Pages that link to "Item:Q6145561"
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The following pages link to Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561):
Displaying 2 items.
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)
- A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)
