Pages that link to "Item:Q5080093"

The following pages link to Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093):

Displaying 7 items.

• Solitary wave propagation of the generalized Kuramoto-Sivashinsky equation in fragmented porous media (Q2101318) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
• A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
• (Q5884063) (← links)
• Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)