Xingyu An

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option
Numerical Algorithms
2024-01-09Paper
Novel numerical techniques for the finite moment log stable computational model for European call option
Numerical Methods for Partial Differential Equations
2023-12-14Paper
A space-time spectral method for time-fractional Black-Scholes equation
Applied Numerical Mathematics
2021-06-03Paper


Research outcomes over time


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