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- time-space fractional Black-Scholes equation 2019-01-22 Paper A universal difference method for time-space fractional Black-Scholes equation 2018-10-17 Paper...10 bytes (17 words) - 05:53, 13 December 2023
- generalized Black-Scholes equation transformed on finite interval 2014-01-24 Paper A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic...10 bytes (18 words) - 18:47, 11 December 2023
- of central finite difference schemes on non-uniform grids for the Black-Scholes equation 2009-08-07 Paper...10 bytes (16 words) - 21:12, 11 December 2023
- Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation 2009-08-21 Paper...10 bytes (18 words) - 03:51, 12 December 2023
- Publication Type A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options...10 bytes (17 words) - 23:03, 24 September 2023
- Date of Publication Type Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option 2024-01-09 Paper Novel numerical techniques...10 bytes (16 words) - 22:21, 24 September 2023
- integral and the Black-Scholes theory of derivative asset pricing 2003-01-05 Paper The Henstock integral and the Black-Scholes equation in financial mathematics...10 bytes (16 words) - 16:05, 8 December 2023
- an ill-posed problem for the Black–Scholes equation 2022-11-03 Paper An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices...10 bytes (18 words) - 11:00, 6 October 2023
- time-fractional Black-Scholes equation 2022-08-25 Paper A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing...10 bytes (16 words) - 23:21, 11 December 2023
- condition for the Black-Scholes equations 2019-02-19 Paper A practical finite difference method for the three-dimensional Black-Scholes equation 2016-10-07 Paper...10 bytes (16 words) - 04:00, 7 October 2023
- two-dimensional fractional Black-Scholes equation for European put option 2021-12-07 Paper The analytical solution for the Black-Scholes equation with two assets...10 bytes (16 words) - 12:33, 24 September 2023
- 2022-07-26 Paper A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options...10 bytes (18 words) - 23:03, 24 September 2023
- generalized Black-Scholes equation 2012-04-04 Paper A robust and accurate finite difference method for a generalized Black-Scholes equation 2011-06-14 Paper...10 bytes (16 words) - 03:14, 25 September 2023
- Paper Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I. 2003-11-10 Paper Degenerate...10 bytes (16 words) - 13:14, 24 September 2023
- 2021-12-17 Paper On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options 2021-11-15 Paper Inverse Spectral Problem...10 bytes (16 words) - 05:50, 7 October 2023
- Publication Type FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION 2020-01-31 Paper Reconstruction...10 bytes (16 words) - 19:19, 24 September 2023
- into Nonlinear Stationary Black-Scholes Equations 2019-02-28 Paper Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility...10 bytes (20 words) - 11:15, 8 December 2023
- 2021-07-28 Paper Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function 2021-01-14 Paper A constructive...10 bytes (16 words) - 04:09, 25 September 2023
- approximation of infinite-dimensional Black-Scholes equations with memory 2010-04-26 Paper Infinite-dimensional Black-Scholes equation with hereditary structure 2008-04-03...10 bytes (18 words) - 19:37, 6 October 2023
- barriers under a fractional Black-Scholes model 2022-08-31 Paper A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters...10 bytes (16 words) - 10:02, 25 September 2023
