Q5095447 (Q5095447): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4905685
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+AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS
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+Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
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+Pricing European and American options by radial basis point interpolation
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+Radial basis function partition of unity methods for pricing vanilla basket options
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+Radial basis functions method for valuing options: a multinomial tree approach
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+Advances in Fractional Calculus
@@ Property / cites work: Advances in Fractional Calculus / rank @@
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+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
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+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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+Q4438488
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+Normal rank
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+Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
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+Numerical solution of time-fractional Black-Scholes equation
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+Solution of the fractional Black-Scholes option pricing model by finite difference method
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+The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
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+Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
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+Numerical solution of the time fractional Black-Scholes model governing European options
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+Fast numerical simulation of a new time-space fractional option pricing model governing European call option
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+Numerical approximation of a time-fractional Black-Scholes equation
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+A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options
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+Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options
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+A space-time spectral method for time-fractional Black-Scholes equation
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+Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation
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+A compact finite difference scheme for fractional Black-Scholes option pricing model
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+Q5095419
@@ Property / cites work: Q5095419 / rank @@
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+A new method for evaluating options based on multiquadric RBF-FD method
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+Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation
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+Miscellaneous error bounds for multiquadric and related interpolators
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+Spectral convergence of multiquadric interpolation
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+Scattered Data Approximation
@@ Property / cites work: Scattered Data Approximation / rank @@
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