Q5074741 (Q5074741): Difference between revisions

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+Fast and efficient numerical methods for an extended Black-Scholes model
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+The Pricing of Options and Corporate Liabilities
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+Derivatives pricing with marked point processes using tick-by-tick data
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+Analytically pricing double barrier options based on a time-fractional Black-Scholes equation
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+A predictor-corrector approach for pricing American options under the finite moment log-stable model
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+Numerically pricing double barrier options in a time-fractional Black-Scholes model
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+Fractional model and solution for the Black‐Scholes equation
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+Numerical solution of two-dimensional fractional-order reaction advection sub-diffusion equation with finite-difference Fibonacci collocation method
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+Numerical investigation of the two-dimensional space-time fractional diffusion equation in porous media
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+Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
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+A study of fractional Lotka‐Volterra population model using Haar wavelet and Adams‐Bashforth‐Moulton methods
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+A chaos study of tumor and effector cells in fractional tumor-immune model for cancer treatment
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+A new Rabotnov fractional‐exponential function‐based fractional derivative for diffusion equation under external force
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+Comparative study of three numerical schemes for fractional integro-differential equations
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+Fractional Pearson diffusions
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+Q3568034
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+Q4905685
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+The impact of Chebyshev collocation method on solutions of fractional advection-diffusion equation
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+Convergence analysis of the space fractional-order diffusion equation based on the compact finite difference scheme
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+A reliable numerical algorithm for fractional advection-dispersion equation arising in contaminant transport through porous media
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+A numerical method for pricing discrete double barrier option by Legendre multiwavelet
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+Solution of the fractional Black-Scholes option pricing model by finite difference method
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+Q4438488
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+Numerical solution of the time fractional Black-Scholes model governing European options
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