Pages that link to "Item:Q1036770"

The following pages link to A comparison of numerical solutions of fractional diffusion models in finance (Q1036770):

Displaying 34 items.

• High order schemes for the tempered fractional diffusion equations (Q295372) (← links)
• Numerical and analytical solutions of new generalized fractional diffusion equation (Q316334) (← links)
• Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
• Well-posedness and numerical approximation of tempered fractional terminal value problems (Q1677976) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138) (← links)
• Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
• Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
• Spectral methods for substantial fractional differential equations (Q1743431) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
• Two reliable methods for solving the (3 + 1)-dimensional space-time fractional Jimbo-Miwa equation (Q1993306) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
• Time fractional capital-induced labor migration model (Q2145209) (← links)
• Conformable space-time fractional nonlinear \((1+1)\)-dimensional Schrödinger-type models and their traveling wave solutions (Q2145527) (← links)
• Convergence analysis of a LDG method for time-space tempered fractional diffusion equations with weakly singular solutions (Q2148133) (← links)
• Legendre spectral methods based on two families of novel second-order numerical formulas for the fractional activator-inhibitor system (Q2228015) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• Pricing stock loans with the CGMY model (Q2296547) (← links)
• A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation (Q2307430) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• Fractional calculus in economic growth modelling of the group of seven (Q2328595) (← links)
• Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
• Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
• Preconditioned iterative methods for fractional diffusion models in finance (Q3462521) (← links)
• Analysis of malaria dynamics using its fractional order mathematical model (Q5020321) (← links)
• Convergence analysis of a LDG method for tempered fractional convection–diffusion equations (Q5110255) (← links)
• Unconditionally convergent numerical method for the fractional activator–inhibitor system with anomalous diffusion (Q6121390) (← links)
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)