Pages that link to "Item:Q1699377"
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The following pages link to Numerical solution of time-fractional Black-Scholes equation (Q1699377):
Displayed 25 items.
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
- A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation (Q3297697) (← links)
- (Q5095447) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- (Q5884063) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (Q6064931) (← links)
- European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
- A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
- (Q6119113) (← links)
- Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)
- Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)