Pages that link to "Item:Q980221"
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The following pages link to Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221):
Displaying 50 items.
- The effect of magnetic field and initial stress on fractional order generalized thermoelastic half-space (Q355722) (← links)
- Theory of fractional order in electro-thermoelasticity (Q388294) (← links)
- Fractional order theory in thermoelastic solid with three-phase lag heat transfer (Q396128) (← links)
- Theory of fractional order in generalized thermoelectric MHD (Q651693) (← 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)
- On a connection between a class of \(q\)-deformed algebras and the Hausdorff derivative in a medium with fractal metric (Q1618632) (← links)
- Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Computational challenge of fractional differential equations and the potential solutions: a survey (Q1665112) (← 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)
- Plane waves in a fractional order micropolar magneto-thermoelastic half-space (Q1727437) (← links)
- Hygrothermoelastic response of a hollow cylinder based on a coupled time-fractional heat and moisture transfer model (Q1757323) (← links)
- A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
- Fractional order heat conduction law in magneto-thermoelasticity involving two temperatures (Q1938469) (← 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)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- Stokes' first problem for a thermoelectric fluid with fractional-order heat transfer (Q2018743) (← links)
- A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← 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)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model (Q2104092) (← links)
- The space-time coupled fractional Cattaneo-Friedrich Maxwell model with Caputo derivatives (Q2114767) (← links)
- A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
- Thermo-viscoelastic transversely isotropic rotating hollow cylinder based on three-phase lag thermoelastic model and fractional Kelvin-Voigt type (Q2156223) (← 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)
- Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons (Q2192652) (← links)
- Electrified fractional nanofluid flow with suspended carbon nanotubes (Q2194849) (← links)
- Numerical computations of fractional nonlinear Hartmann flow with revised heat flux model (Q2203012) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Simulations of variable concentration aspects in a fractional nonlinear viscoelastic fluid flow (Q2206038) (← links)
