PDTM approach to solve Black Scholes equation for powered ML-payoff function
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Publication:5076649
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Cites work
- scientific article; zbMATH DE number 2110431 (Why is no real title available?)
- A fourth order numerical method based on B-spline functions for pricing Asian options
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE
- BSM model for ML-payoff function through PDTM
- Numerical approximation of a time-fractional Black-Scholes equation
- Option pricing with Mellin transforms
- Paul Wilmott on quantitative finance. 3 Vols. With CD-ROM
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
- Solving linear and nonlinear initial value problems by the projected differential transform method
- The Mathematics of Financial Derivatives
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