Pages that link to "Item:Q6157966"
From MaRDI portal
The following pages link to Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966):
Displaying 3 items.
- Application of the B-Spline Galerkin approach for approximating the time-fractional Burger's equation (Q6153112) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
