Pages that link to "Item:Q939363"

The following pages link to Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363):

Displaying 42 items.

• Fractional variational calculus for nondifferentiable functions (Q640507) (← links)
• Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
• Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
• Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\) (Q979157) (← links)
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• Modeling with fractional difference equations (Q982559) (← links)
• Correlated continuous time random walk and option pricing (Q1619172) (← links)
• Variational methods for a fractional Dirichlet problem involving Jumarie's derivative (Q1665080) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
• A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Option pricing under the subordinated market models (Q2073586) (← links)
• Stability criteria for Volterra type linear nabla fractional difference equations (Q2103135) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579) (← links)
• A general iteration formula of VIM for fractional heat- and wave-like equations (Q2375546) (← links)
• Uncertain fractional forward difference equations for Riemann-Liouville type (Q2632905) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• (Q5095447) (← 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)
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
• A new approach for the generalized fractional Casson fluid model with Newtonian heating described by the modified Riemann–Liouville fractional operator (Q6139731) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)