Pages that link to "Item:Q3190718"

The following pages link to Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718):

Displaying 32 items.

• A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
• Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
• An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
• Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
• Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
• A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• Pricing stock loans with the CGMY model (Q2296547) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
• Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (Q2677627) (← links)
• OPTION PRICING UNDER THE KOBOL MODEL (Q4556429) (← links)
• Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239) (← links)
• On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
• Initial conditions-independent limit cycles of a fractional-order van der Pol oscillator (Q5270815) (← links)
• COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)