Pages that link to "Item:Q2629413"

The following pages link to A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413):

Displaying 6 items.

• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)