Pages that link to "Item:Q2131687"

The following pages link to A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687):

Displaying 2 items.

• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)