Pages that link to "Item:Q2128167"

The following pages link to Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167):

Displaying 7 items.

• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
• Porosity reconstruction based on Biot elastic model of porous media by homotopy perturbation method (Q2113170) (← links)
• (Q5095447) (← links)
• Calculations of fractional derivative option pricing models based on neural network (Q6049282) (← links)
• A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)