Pages that link to "Item:Q5158755"
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The following pages link to SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755):
Displaying 3 items.
- 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)
- A new analytical approach for the local radial point interpolation discretisation in space and applications to high-order in time schemes for two-dimensional fractional PDEs (Q6540149) (← links)
