Pages that link to "Item:Q2194785"
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The following pages link to A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785):
Displaying 7 items.
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Comparative study on electroosmosis modulated flow of MHD viscoelastic fluid in the presence of modified Darcy's law (Q6539203) (← links)
- A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model (Q6590574) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
