A space-time spectral method for time-fractional Black-Scholes equation
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Publication:2029115
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Cites work
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Cited in
(38)- A universal difference method for time-space fractional Black-Scholes equation
- Numerical approximation of a time-fractional Black-Scholes equation
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation
- A second order numerical method for the time-fractional Black-Scholes European option pricing model
- Time-space spectral Galerkin method for time-fractional fourth-order partial differential equations
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model
- Touchard wavelet technique for solving time-fractional Black-Scholes model
- L1 method on nonuniform meshes for linear time-fractional diffusion equations with constant time delay
- High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options
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- Simultaneous identification of fractional order and time-dependent source term of a time-fractional Black-Scholes equation
- Simplified quasi-reversibility regularization for a nonlinear time-fractional Black-Scholes initial value inversion
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- Space-time kernel based numerical method for generalized Black-Scholes equation
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