The following pages link to (Q5014971):
Displaying 32 items.
- Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← 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)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← 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)
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- A new derivative with normal distribution kernel: theory, methods and applications (Q2145190) (← links)
- A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations (Q2163132) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (Q2677627) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
- (Q5085891) (← links)
- (Q5088812) (← links)
- (Q5119608) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
- Symmetries of fractional Guéant-Pu model with Gerasimov-Caputo time-derivative (Q6187921) (← links)
- Linearly autonomous symmetries of a fractional Guéant-Pu model (Q6194315) (← links)
