scientific article; zbMATH DE number 7665285
From MaRDI portal
Publication:5884063
DOI10.22034/cmde.2021.45656.1918MaRDI QIDQ5884063
Unnamed Author, H. Mesgarani, Aghdam Yones Esmaeelzade
Publication date: 20 March 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Financial applications of other theories (91G80) Functional-differential equations with fractional derivatives (34K37) Interpolation and approximation (educational aspects) (97N50)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- On analytical solutions of the fractional differential equation with uncertainty: application to the Basset problem
- A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
- A new difference scheme for the time fractional diffusion equation
- Quadratic spline collocation method for the time fractional subdiffusion equation
- Comparative study of three numerical schemes for fractional integro-differential equations
- Analytic study on linear systems of fractional differential equations
- On the optimal shape parameters of radial basis functions used for 2-D meshless methods
- A new fractional finite volume method for solving the fractional diffusion equation
- Existence of solutions for a mixed fractional boundary value problem
- Numerically pricing double barrier options in a time-fractional Black-Scholes model
- Numerical solution of time-fractional Black-Scholes equation
- Analytical approach for the space-time nonlinear partial differential fractional equation
- Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview
- Numerical method for discrete double barrier option pricing with time-dependent parameters
- Numerical solution of the time fractional Black-Scholes model governing European options
- Analytical approach to linear fractional partial differential equations arising in fluid mechanics
- A high-order spectral method for the multi-term time-fractional diffusion equations
- Fractional Pearson diffusions
- Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients
- Sharp Error Estimate of the Nonuniform L1 Formula for Linear Reaction-Subdiffusion Equations
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option
- Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation