A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261): 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 @@
+Q4438488
@@ Property / cites work: Q4438488 / rank @@
+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 @@
+A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
+Normal rank
@@ Property / cites work @@
+Analytically pricing double barrier options based on a time-fractional Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Numerical solution of the time fractional Black-Scholes model governing European options
+Normal rank
@@ Property / cites work @@
+A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations
+Normal rank
@@ Property / cites work @@
+A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options
+Normal rank
@@ Property / cites work @@
+Numerically pricing double barrier options in a time-fractional Black-Scholes model
+Normal rank
@@ Property / cites work @@
+Numerical solution of time-fractional Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+A universal difference method for time-space fractional Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Analysis of L1-Galerkin FEMs for Time-Fractional Nonlinear Parabolic Problems
+Normal rank
@@ Property / cites work @@
+Unconditionally Convergent $L1$-Galerkin FEMs for Nonlinear Time-Fractional Schrödinger Equations
+Normal rank
@@ Property / cites work @@
+Analysis of the compact difference scheme for the semilinear fractional partial differential equation with time delay
+Normal rank
@@ Property / cites work @@
+A fully discrete difference scheme for a diffusion-wave system
+Normal rank
@@ Property / cites work @@
+Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order
+Normal rank
@@ Property / cites work @@
+A Spectral Method (of Exponential Convergence) for Singular Solutions of the Diffusion Equation with General Two-Sided Fractional Derivative
+Normal rank
@@ Property / cites work @@
+Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations
+Normal rank
@@ Property / cites work @@
+A Space-Time Petrov-Galerkin Spectral Method for Time Fractional Diffusion Equation
+Normal rank
@@ Property / cites work @@
+A Linearized Second-Order Difference Scheme for the Nonlinear Time-Fractional Fourth-Order Reaction-Diffusion Equation
+Normal rank
@@ Property / cites work @@
+A High-Order Accuracy Method for Solving the Fractional Diffusion Equations
+Normal rank
@@ Property / cites work @@
+An efficient collocation method for a Caputo two-point boundary value problem
+Normal rank
@@ Property / cites work @@
+A finite difference method for a two-point boundary value problem with a Caputo fractional derivative
+Normal rank
@@ Property / cites work @@
+Central difference approximation of convection in Caputo fractional derivative two-point boundary value problems
+Normal rank
@@ Property / cites work @@
+Exact solutions and numerical study of time fractional Burgers' equations
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of Nonlinear Subdiffusion Equations
+Normal rank
@@ Property / cites work @@
+A Novel Numerical Approach to Time-Fractional Parabolic Equations with Nonsmooth Solutions
+Normal rank
@@ Property / cites work @@
+Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation
+Normal rank
@@ Property / cites work @@
+Numerical approximation of a time-fractional Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction
+Normal rank
@@ Property / cites work @@
+Error analysis of the L1 method on graded and uniform meshes for a fractional-derivative problem in two and three dimensions
+Normal rank
@@ Property / cites work @@
+Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions
+Normal rank
@@ Property / cites work @@
+Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations
+Normal rank
@@ Property / cites work @@
+Q5820676
@@ Property / cites work: Q5820676 / 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 @@
+Spectral Methods
@@ Property / cites work: Spectral Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation Results for Orthogonal Polynomials in Sobolev Spaces
+Normal rank
@@ Property / cites work @@
+Analysis of Chebyshev Collocation Methods for Parabolic Equations
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Parabolic Problems
+Normal rank
@@ Property / cites work @@
+Nonuniform Alikhanov linearized Galerkin finite element methods for nonlinear time-fractional parabolic equations
+Normal rank