Pages that link to "Item:Q1997989"

The following pages link to A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989):

Displayed 11 items.

• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) ‎ (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) ‎ (← links)
• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) ‎ (← links)
• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) ‎ (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) ‎ (← links)
• (Q5039647) ‎ (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) ‎ (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) ‎ (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) ‎ (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) ‎ (← links)
• A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) ‎ (← links)