Pages that link to "Item:Q5274927"
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The following pages link to A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927):
Displaying 5 items.
- A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations (Q2402869) (← links)
- PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
