Numerical solution of the Black-Scholes partial differential equation for the option pricing model using the ADM-Kamal method
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Cites work
- scientific article; zbMATH DE number 7696819 (Why is no real title available?)
- A novel fitted finite volume method for the Black-Scholes equation governing option pricing
- Complexity and Hopf bifurcation analysis on a kind of fractional-order IS-LM macroeconomic system
- Control of a shunt active power filter by the synchronous referential method connected with a photovoltaic solar energy
- Dynamical analysis and adaptive fuzzy control for the fractional-order financial risk chaotic system
- Forecasting manufacturing industrial natural gas consumption of China using a novel time-delayed fractional grey model with multiple fractional order
- Generalized monotone iterative technique for Caputo fractional differential equation with periodic boundary condition via initial value problem
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
- Solution of the fractional Black-Scholes option pricing model by finite difference method
- The homotopy perturbation method for the Black–Scholes equation
- The pricing of options and corporate liabilities
Cited in
(4)- Haar wavelet-based valuation method for pricing European options
- Analysis of a kernel-based method for some pricing financial options
- A new numerical scheme for solving time-fractional variable-order partial differential equations
- The advection-diffusion-reaction equation: a numerical approach using a combination of approximation techniques
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