scientific article; zbMATH DE number 2015688
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- Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons
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- Restricted fractional differential transform for solving irrational order fractional differential equations
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- Computational algorithm for financial mathematical model based on European option
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- From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series
- A second order numerical method for the time-fractional Black-Scholes European option pricing model
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing
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- A space-time fractional derivative model for European option pricing with transaction costs in fractal market
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- A difference method with parallel nature for solving time-space fractional Black-Scholes model
- A predictor-corrector approach for pricing American options under the finite moment log-stable model
- Stability and convergence based on the finite difference method for the nonlinear fractional cable equation on non-uniform staggered grids
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option
- An efficient compact difference method for temporal fractional subdiffusion equations
- A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models
- On invariant analysis and conservation law for fractional differential equations with mixed fractional derivative: time-fractional Fokas-Lenells equation
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
- An approach via fractional analysis to non-linearity induced by coarse-graining in space
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation
- A non-stationary iterative Tikhonov regularization method for simultaneous inversion in a time-fractional diffusion equation
- Numerically pricing double barrier options in a time-fractional Black-Scholes model
- An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system
- Fractional Black-Scholes model with regularized Prabhakar derivative
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