Pages that link to "Item:Q473753"
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The following pages link to Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753):
Displaying 32 items.
- 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)
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
- Construction of interval Shannon wavelet and its application in solving nonlinear Black-Scholes equation (Q1718635) (← links)
- Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost (Q1722240) (← links)
- The spectral homotopy analysis method extended to systems of partial differential equations (Q1722411) (← links)
- Bäcklund transformation of fractional Riccati equation and infinite sequence solutions of nonlinear fractional PDEs (Q1724421) (← links)
- Analytic and approximate solutions of the space-time fractional Schrödinger equations by homotopy perturbation Sumudu transform method (Q1725153) (← links)
- Solving fractional dynamical system with freeplay by combining memory-free approach and precise integration method (Q1793799) (← links)
- New approximate solutions to electrostatic differential equations obtained by using numerical and analytical methods (Q1986048) (← 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)
- Analytical solutions of boundary values problem of 2D and 3D Poisson and biharmonic equations by homotopy decomposition method (Q2015431) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- An efficient perturbation Sumudu transform technique for the time-fractional vibration equation with a memory dependent fractional derivative in Liouville-Caputo sense (Q2114951) (← links)
- Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167) (← links)
- A reliable hybrid numerical method for a time dependent vibration model of arbitrary order (Q2132849) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- A hybrid method to solve time-space fractional PDEs with proportional delay (Q2144708) (← links)
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
- A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations (Q2163132) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- Variational iteration method and sumudu transform for solving delay differential equation (Q2282957) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579) (← links)
- Fractional calculus for nanoscale flow and heat transfer (Q2967180) (← links)
- A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
- Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
