Pages that link to "Item:Q2019607"
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The following pages link to Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607):
Displaying 5 items.
- Phase-field computations of anisotropic ice crystal growth on a spherical surface (Q2094315) (← links)
- Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
- (Q5095447) (← links)
- A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
