Pages that link to "Item:Q2007514"
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The following pages link to Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514):
Displayed 9 items.
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- Radial point interpolation collocation method based approximation for 2D fractional equation models (Q2047567) (← links)
- Spectral method for the two-dimensional time distributed-order diffusion-wave equation on a semi-infinite domain (Q2050928) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
- (Q5095447) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- Divide-and-conquer solver in tensor-train format for \(d\)-dimensional time-space fractional diffusion equations (Q6111406) (← links)