Pages that link to "Item:Q2041179"

The following pages link to The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179):

Displaying 11 items.

• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• A new wavelet method for solving a class of nonlinear partial integro-differential equations with weakly singular kernels (Q2690399) (← links)
• Reproducing kernel method to solve non-local fractional boundary value problem (Q2690406) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• On mild solutions of fractional impulsive differential systems of Sobolev type with fractional nonlocal conditions (Q6050747) (← links)
• Robust bivariate polynomials scheme with convergence analysis for two-dimensional nonlinear optimal control problem (Q6050751) (← links)
• A CONVERGENCE ANALYSIS OF THE MOBILE–IMMOBILE ADVECTION–DISPERSION MODEL OF TEMPORAL FRACTIONAL ORDER ARISING IN WATERSHED CATCHMENTS AND RIVERS (Q6114662) (← links)
• Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)