Pages that link to "Item:Q1003861"
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The following pages link to On analytical solutions of the Black-Scholes equation (Q1003861):
Displaying 13 items.
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
- Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation (Q2186932) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- (Q5080630) (← links)
- (Q5119608) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
