Pages that link to "Item:Q316536"
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The following pages link to Fast and efficient numerical methods for an extended Black-Scholes model (Q316536):
Displaying 9 items.
- Piecewise polynomial approximation of a nonlocal phase transitions model (Q401046) (← links)
- A multigrid preconditioned numerical scheme for a reaction-diffusion system (Q1643370) (← links)
- Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
- Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132) (← links)
- An efficient matrix splitting preconditioning technique for two-dimensional unsteady space-fractional diffusion equations (Q2297130) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- (Q5074741) (← links)
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)