Pages that link to "Item:Q2326366"

The following pages link to Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366):

Displaying 30 items.

• A tau method based on Jacobi operational matrix for solving fractional telegraph equation with Riesz-space derivative (Q1983811) (← links)
• Numerical treatment of the space fractional advection-dispersion model arising in groundwater hydrology (Q2027716) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
• Numerical investigation of space fractional order diffusion equation by the Chebyshev collocation method of the fourth kind and compact finite difference scheme (Q2056482) (← links)
• High-order compact scheme for the two-dimensional fractional Rayleigh-Stokes problem for a heated generalized second-grade fluid (Q2078191) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• Numerical investigation of the one-dimensional fractional Rayleigh-Stokes equation in Caputo sense by Kansa RBF method (Q2170904) (← links)
• Convergence analysis of the space fractional-order diffusion equation based on the compact finite difference scheme (Q2176208) (← links)
• Highly accurate technique for solving distributed-order time-fractional-sub-diffusion equations of fourth order (Q2176214) (← links)
• Discontinuous Galerkin methods for fractional elliptic problems (Q2176241) (← links)
• Operational matrices based on hybrid functions for solving general nonlinear two-dimensional fractional integro-differential equations (Q2176840) (← links)
• Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations (Q2196283) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• Two-dimensional Müntz-Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations (Q2307865) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• Novel operational matrix method for the numerical solution of nonlinear reaction-advection-diffusion equation of fractional order (Q2675779) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• (Q5074741) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
• Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• A fully discrete scheme based on cubic splines and its analysis for time-fractional reaction-diffusion equations exhibiting weak initial singularity (Q6175238) (← links)