Pages that link to "Item:Q544200"

The following pages link to A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200):

Displaying 47 items.

• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
• Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
• A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
• An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
• An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• Novel approaches for getting the solution of the fractional Black-Scholes equation described by Mittag-Leffler fractional derivative (Q2195502) (← links)
• Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
• A robust spline collocation method for pricing American put options (Q2296452) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927) (← links)
• A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← 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)
• FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
• European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
• (Q6119093) (← links)
• A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
• (Q6151408) (← links)
• Richardson extrapolation technique for generalized Black-Scholes PDEs for European options (Q6172880) (← links)
• Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)