Pages that link to "Item:Q1999677"
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The following pages link to Numerical approximation of a time-fractional Black-Scholes equation (Q1999677):
Displayed 27 items.
- A local meshless method for time fractional nonlinear diffusion wave equation (Q827078) (← links)
- A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← 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)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
- An RBF based finite difference method for the numerical approximation of multi-term nonlinear time fractional two dimensional diffusion-wave equation (Q2144729) (← links)
- A meshless local collocation method for time fractional diffusion wave equation (Q2203241) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- (Q5054025) (← links)
- PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← 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)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- (Q6119113) (← links)
- A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
