The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
+Normal rank
@@ Property / cites work @@
+New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation
+Normal rank
@@ Property / cites work @@
+Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
+Normal rank
@@ Property / cites work @@
+Finite volume and finite element methods for solving a one-dimensional space-fractional Boussinesq equation
+Normal rank
@@ Property / cites work @@
+A new fractional finite volume method for solving the fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+A Crank--Nicolson ADI Spectral Method for a Two-Dimensional Riesz Space Fractional Nonlinear Reaction-Diffusion Equation
+Normal rank
@@ Property / cites work @@
+A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation
+Normal rank
@@ Property / cites work @@
+A meshless method based on point interpolation method (PIM) for the space fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+Convergence analysis of the space fractional-order diffusion equation based on the compact finite difference scheme
+Normal rank
@@ Property / cites work @@
+Q4438488
@@ Property / cites work: Q4438488 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytically pricing double barrier options based on a time-fractional Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Fractional model and solution for the Black‐Scholes equation
+Normal rank
@@ Property / cites work @@
+Q5014971
@@ Property / cites work: Q5014971 / rank @@
+Normal rank
@@ Property / cites work @@
+The impact of Chebyshev collocation method on solutions of fractional advection-diffusion equation
+Normal rank
@@ Property / cites work @@
+Numerical solution of mixed-type fractional functional differential equations using modified Lucas polynomials
+Normal rank
@@ Property / cites work @@
+Time fractional cable equation and applications in neurophysiology
+Normal rank
@@ Property / cites work @@
+A numerical method for pricing discrete double barrier option by Legendre multiwavelet
+Normal rank
@@ Property / cites work @@
+Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
+Normal rank
@@ Property / cites work @@
+Fast and efficient numerical methods for an extended Black-Scholes model
+Normal rank
@@ Property / cites work @@
+A predictor-corrector approach for pricing American options under the finite moment log-stable model
+Normal rank
@@ Property / cites work @@
+Numerical solution of the time fractional Black-Scholes model governing European options
+Normal rank
@@ Property / cites work @@
+Comparative study of three numerical schemes for fractional integro-differential equations
+Normal rank
@@ Property / cites work @@
+Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind
+Normal rank
@@ Property / cites work @@
+Numerically pricing double barrier options in a time-fractional Black-Scholes model
+Normal rank