Pages that link to "Item:Q2194785"
From MaRDI portal
The following pages link to A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785):
Displayed 4 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)
