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scientific article; zbMATH DE number 7665285

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7665285

Statements

scholarly article

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10.22034/cmde.2021.45656.1918

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Aghdam Yones Esmaeelzade

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publication date

20 March 2023

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

time fractional Black-Scholes model

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square interpolation

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Legendre polynomials

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collocation method

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MaRDI profile type

MaRDI publication profile

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A new difference scheme for the time fractional diffusion equation

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Analytical approach for the space-time nonlinear partial differential fractional equation

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The Pricing of Options and Corporate Liabilities

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Numerically pricing double barrier options in a time-fractional Black-Scholes model

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Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients

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Numerical method for discrete double barrier option pricing with time-dependent parameters

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A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications

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Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

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Numerical solution of time-fractional Black-Scholes equation

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Comparative study of three numerical schemes for fractional integro-differential equations

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Existence of solutions for a mixed fractional boundary value problem

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Fractional Pearson diffusions

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Sharp Error Estimate of the Nonuniform L1 Formula for Linear Reaction-Subdiffusion Equations

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A new fractional finite volume method for solving the fractional diffusion equation

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Quadratic spline collocation method for the time fractional subdiffusion equation

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Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option

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Analytical approach to linear fractional partial differential equations arising in fluid mechanics

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Analytic study on linear systems of fractional differential equations

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A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options

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On analytical solutions of the fractional differential equation with uncertainty: application to the Basset problem

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Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation

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On the optimal shape parameters of radial basis functions used for 2-D meshless methods

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Numerical solution of the time fractional Black-Scholes model governing European options

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A high-order spectral method for the multi-term time-fractional diffusion equations

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Mathematics(1 entry)

mardi Publication:5884063

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