Q5095447 (Q5095447): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 15:54, 30 December 2024

scientific article; zbMATH DE number 7569367

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7569367

Statements

scholarly article

0 references

Razieh Delpasand

0 references

Mohammad-Mehdi Hosseini

0 references

publication date

8 August 2022

0 references

zbMATH Keywords

two-asset option pricing

0 references

fractional Black-Scholes equation

0 references

radial basis functions

0 references

convergency

0 references

MaRDI profile type

0 references

The Pricing of Options and Corporate Liabilities

0 references

0 references

AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS

0 references

Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach

0 references

Pricing European and American options by radial basis point interpolation

0 references

Radial basis function partition of unity methods for pricing vanilla basket options

0 references

Radial basis functions method for valuing options: a multinomial tree approach

0 references

Advances in Fractional Calculus

0 references

0 references

Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

0 references

0 references

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations

0 references

Numerical solution of time-fractional Black-Scholes equation

0 references

Solution of the fractional Black-Scholes option pricing model by finite difference method

0 references

The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option

0 references

Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models

0 references

Numerical solution of the time fractional Black-Scholes model governing European options

0 references

Fast numerical simulation of a new time-space fractional option pricing model governing European call option

0 references

Numerical approximation of a time-fractional Black-Scholes equation

0 references

A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options

0 references

Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options

0 references

A space-time spectral method for time-fractional Black-Scholes equation

0 references

Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation

0 references

A compact finite difference scheme for fractional Black-Scholes option pricing model

0 references

0 references

A new method for evaluating options based on multiquadric RBF-FD method

0 references

Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation

0 references

Miscellaneous error bounds for multiquadric and related interpolators

0 references

Spectral convergence of multiquadric interpolation

0 references

Scattered Data Approximation

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

10.12941/JKSIAM.2022.26.121

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5095447

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5095447&oldid=39530158"