Pages that link to "Item:Q2053222"
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The following pages link to A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222):
Displaying 6 items.
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
- A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
- Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
