Pages that link to "Item:Q2301410"

The following pages link to A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410):

Displaying 37 items.

• A fourth-order non-uniform mesh optimal B-spline collocation method for solving a strongly nonlinear singular boundary value problem describing electrohydrodynamic flow of a fluid (Q1986183) (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
• A high order numerical technique and its analysis for nonlinear generalized Fisher's equation (Q2074907) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation (Q2094337) (← links)
• Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
• An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model (Q2104092) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation (Q2159414) (← links)
• A sixth order optimal B-spline collocation method for solving Bratu's problem (Q2173264) (← links)
• Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons (Q2192652) (← links)
• A Bessel collocation method for solving Bratu's problem (Q2201021) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• A novel high-order finite-difference method for the time-fractional diffusion equation with smooth/nonsmooth solutions (Q2682774) (← links)
• PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
• (Q5095447) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation (Q6081450) (← links)
• An optimal computational method for a general class of nonlinear boundary value problems (Q6081456) (← links)
• A high order numerical scheme for solving a class of non‐homogeneous time‐fractional reaction diffusion equation (Q6087734) (← links)
• A numerical technique based on B‐spline for a class of time‐fractional diffusion equation (Q6090398) (← links)
• A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• An efficient numerical scheme and its analysis for the multiterm time‐fractional convection‐diffusion‐reaction equation (Q6179585) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
• A computational technique for solving the time‐fractional Fokker‐Planck equation (Q6182389) (← links)
• Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
• An efficient computational technique for solving a time-fractional reaction-subdiffusion model in 2D space (Q6202642) (← links)
• A New Compact Numerical Scheme for Solving Time Fractional Mobile-Immobile Advection-Dispersion Model (Q6203951) (← links)
• A robust adaptive moving mesh technique for a time-fractional reaction-diffusion model (Q6495278) (← links)