Pages that link to "Item:Q979157"
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The following pages link to Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\) (Q979157):
Displayed 34 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
- Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
- A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
- A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model (Q2104092) (← links)
- A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons (Q2192652) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- A pricing option approach based on backward stochastic differential equation theory (Q2321651) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
- Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)