Pages that link to "Item:Q2407863"

The following pages link to Numerical simulation of a finite moment log stable model for a European call option (Q2407863):

Displaying 6 items.

• 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)
• An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
• A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
• An unstructured mesh control volume method for two-dimensional space fractional diffusion equations with variable coefficients on convex domains (Q2279863) (← links)
• Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406) (← links)