Pages that link to "Item:Q3070613"
From MaRDI portal
The following pages link to The homotopy perturbation method for the Black–Scholes equation (Q3070613):
Displaying 13 items.
- A method of finding source function for inverse diffusion problem with time-fractional derivative (Q310391) (← links)
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
- Fractional variational iteration method and its application to fractional partial differential equation (Q473794) (← links)
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations (Q2163132) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- New Numerical Techniques for Solving Fractional Partial Differential Equations in Conformable Sense (Q5195074) (← links)
- Regularized Prabhakar Derivative Applications to Partial Differential Equations (Q5884016) (← links)