Pages that link to "Item:Q980221"

The following pages link to Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221):

Displaying 37 items.

• Thermo-viscoelastic materials with fractional relaxation operators (Q2285912) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Transient thermoelastic response in a cracked strip of functionally graded materials via generalized fractional heat conduction (Q2310600) (← links)
• Anomalous \(g\)-factors for charged leptons in a fractional coarse-grained approach (Q2337720) (← links)
• Fractional order two-temperature thermoelasticity with finite wave speed (Q2392845) (← links)
• Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← links)
• State-space approach for an infinite medium with a spherical cavity based upon two-temperature generalized thermoelasticity theory and fractional heat conduction (Q2449561) (← links)
• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• On a two-dimensional fractional thermoelastic system with nonlocal constraints describing a fractional Kirchhoff plate (Q2668861) (← links)
• One-dimensional problem of a fractional order two-temperature generalized thermo-piezoelasticity (Q2922313) (← links)
• (Q5001239) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• Modified fractional thermoelasticity model with multi-relaxation times of higher order: application to spherical cavity exposed to a harmonic varying heat (Q5092007) (← links)
• On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
• Thermoelectric Viscoelastic Fluid with Fractional Integral and Derivative Heat Transfer (Q5153215) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• On the resilience of a fractional compartment model (Q5164908) (← links)
• Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
• COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
• Calculations of fractional derivative option pricing models based on neural network (Q6049282) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
• European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
• (Q6119113) (← links)
• Numerical analysis of nonlinear time‐fractional fluid models for simulating heat transport processes in porous medium (Q6130849) (← links)
• Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
• The memory time effects for unsteady seas and oceans water flow through the limestone porous medium in the presence of chemical reaction and Soret effects (Q6192645) (← links)
• A New Compact Numerical Scheme for Solving Time Fractional Mobile-Immobile Advection-Dispersion Model (Q6203951) (← links)
• A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)
• A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)
• Axisymmetric deformation of a circular plate of double-porous fractional order thermoelastic medium with dual-phase-lag (Q6661864) (← links)