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- the time-fractional Black-Scholes model 2021-11-29 Paper COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL 2021-04-09 Paper https://portal...10 bytes (16 words) - 22:46, 24 September 2023
- difference method for American and barrier options in subdiffusive Black-Scholes model 2021-03-10 Paper Selected applications of differential equations in...10 bytes (17 words) - 01:55, 25 September 2023
- stochastic volatility model. A comparison with the Black-Scholes model 2021-11-11 Paper Total value adjustment for a stochastic volatility model. A comparison...10 bytes (16 words) - 03:09, 7 October 2023
- Reconstruction of the time-dependent volatility function using the Black-Scholes model 2019-02-20 Paper...10 bytes (16 words) - 19:19, 24 September 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...10 bytes (16 words) - 10:02, 25 September 2023
- 2007-07-19 Paper Estimation of local volatilities in a generalized Black-Scholes model 2005-02-23 Paper...10 bytes (16 words) - 04:00, 7 October 2023
- Reconstruction of the time-dependent volatility function using the Black-Scholes model 2019-02-20 Paper...10 bytes (16 words) - 19:19, 24 September 2023
- function using the Black-Scholes model 2019-02-20 Paper Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations 2019-02-19...10 bytes (17 words) - 04:00, 7 October 2023
- the delta Greek of non-linear Black-Scholes equations 2018-06-12 Paper Numerical solution of time-fractional Black-Scholes equation 2018-02-23 Paper Computation...10 bytes (18 words) - 01:32, 12 December 2023
- nonlinear Black-Scholes equations modelling option pricing with transaction costs 2009-11-23 Paper Numerical solution of linear and nonlinear Black-Scholes...10 bytes (18 words) - 13:29, 12 December 2023
- GREEKS IN A JUMP-DIFFUSION MODEL 2015-08-05 Paper AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL 2015-06-25 Paper ACCURATE...10 bytes (16 words) - 04:00, 7 October 2023
- Publication Date of Publication Type ON ROBUSTNESS OF THE BLACK–SCHOLES PARTIAL DIFFERENTIAL EQUATION MODEL 2016-04-14 Paper https://portal.mardi4nfdi.de/entity/Q5748010...10 bytes (17 words) - 10:39, 12 December 2023
- generalized Black-Scholes equation transformed on finite interval 2015-02-03 Paper Fitted finite volume method for a generalized Black-Scholes equation transformed...10 bytes (18 words) - 18:47, 11 December 2023
- TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM 2007-02-07 Paper An alternative approach to solving the Black-Scholes equation with time-varying...10 bytes (19 words) - 22:52, 9 December 2023
- 2007-04-05 Paper Estimation of local volatilities in a generalized Black-Scholes model 2005-02-23 Paper A spectral approximation scheme for the Stokes equations...10 bytes (17 words) - 04:31, 9 December 2023
- the delta Greek of non-linear Black-Scholes equations 2018-06-12 Paper Numerical solution of time-fractional Black-Scholes equation 2018-02-23 Paper https://portal...10 bytes (18 words) - 12:08, 9 December 2023
- Transformation into Nonlinear Stationary Black-Scholes Equations 2019-02-28 Paper Analysis of the nonlinear option pricing model under variable transaction costs...10 bytes (16 words) - 11:39, 9 December 2023
- A Positivity-Preserving Splitting Method for 2D Black-Scholes Equations in Stochastic Volatility Models 2013-11-06 Paper Two Splitting Methods for a Fixed...10 bytes (17 words) - 20:40, 11 December 2023
- volatility model with a stochastic long-term mean 2021-05-05 Paper Analytically pricing double barrier options based on a time-fractional Black-Scholes equation...10 bytes (17 words) - 01:26, 11 December 2023
- Paper Quenched trap model for Lévy flights 2020-09-10 Paper A weighted finite difference method for subdiffusive Black-Scholes model 2020-09-07 Paper Nonlinear...10 bytes (16 words) - 22:10, 11 December 2023
