Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310): Difference between revisions

@@ Property / cites work @@
+Complex Variable and Regularization Methods of Inversion of the Laplace Transform
+Normal rank
@@ Property / cites work @@
+Discontinuous Galerkin approximations for Volterra integral equations of the first kind
+Normal rank
@@ Property / cites work @@
+Derivatives pricing with marked point processes using tick-by-tick data
+Normal rank
@@ Property / cites work @@
+Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative
+Normal rank
@@ Property / cites work @@
+Analytically pricing double barrier options based on a time-fractional Black-Scholes equation
+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 @@
+On a quasi-linear parabolic equation occurring in aerodynamics
+Normal rank
@@ Property / cites work @@
+The Laguerre functions in the inversion of the Laplace transform
+Normal rank
@@ Property / cites work @@
+Stability and Convergence of Collocation Schemes for Retarded Potential Integral Equations
+Normal rank
@@ Property / cites work @@
+Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
+Normal rank
@@ Property / cites work @@
+Fractional Calculus: Integral and Differential Equations of Fractional Order
+Normal rank
@@ Property / cites work @@
+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
+Normal rank
@@ Property / cites work @@
+Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
+Normal rank
@@ Property / cites work @@
+Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
+Normal rank
@@ Property / cites work @@
+Fractional Pearson diffusions
@@ Property / cites work: Fractional Pearson diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+On the numerical inversion of the Laplace transform of certain holomorphic mappings
+Normal rank
@@ Property / cites work @@
+Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\)
+Normal rank
@@ Property / cites work @@
+Numerical solution of the space fractional Fokker-Planck equation.
+Normal rank
@@ Property / cites work @@
+A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain
+Normal rank
@@ Property / cites work @@
+A new fractional finite volume method for solving the fractional diffusion 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 @@
+Stochastic models for fractional calculus
@@ Property / cites work: Stochastic models for fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
+Normal rank
@@ Property / cites work @@
+The Accurate Numerical Inversion of Laplace Transforms
+Normal rank
@@ Property / cites work @@
+A localized transform-based meshless method for solving time fractional wave-diffusion equation
+Normal rank
@@ Property / cites work @@
+RBFs approximation method for time fractional partial differential equations
+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 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 @@
+Numerical solution of the time fractional Black-Scholes model governing European options
+Normal rank