Pages that link to "Item:Q2290998"
From MaRDI portal
The following pages link to The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998):
Displayed 44 items.
- The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term (Q667961) (← links)
- Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
- An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
- Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations (Q1628671) (← links)
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application. II. (Q1726460) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Asymptotic expansions and approximations for the Caputo derivative (Q1993528) (← links)
- A computationally efficient method for tempered fractional differential equations with application (Q1993640) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- Finite element method for a symmetric tempered fractional diffusion equation (Q2012638) (← links)
- Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
- A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation (Q2033963) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
- A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Second-order numerical methods for the tempered fractional diffusion equations (Q2141991) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- A novel high-order approximate scheme for two-dimensional time-fractional diffusion equations with variable coefficient (Q2203193) (← links)
- Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems (Q2273059) (← links)
- The global analysis on the spectral collocation method for time fractional Schrödinger equation (Q2284309) (← links)
- Local discontinuous Galerkin methods for the time tempered fractional diffusion equation (Q2284338) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation (Q2307430) (← links)
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I) (Q2318239) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- Fully discrete spectral methods for solving time fractional nonlinear sine-Gordon equation with smooth and non-smooth solutions (Q2335129) (← links)
- On CSCS-based iteration method for tempered fractional diffusion equations (Q2396901) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions (Q2661676) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation (Q2667335) (← links)
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- (Q5095447) (← links)
- NUMERICAL SPECTRAL LEGENDRE APPROACH FOR SOLVING SPACE-TIME FRACTIONAL ADVECTION-DISPERSION PROBLEMS (Q5217243) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem (Q6048061) (← links)
- High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems (Q6060714) (← links)
- Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406) (← links)