Pages that link to "Item:Q1659943"

The following pages link to Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943):

Displaying 50 items.

• An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
• A local meshless method for time fractional nonlinear diffusion wave equation (Q827078) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• The backward problem for a time-fractional diffusion-wave equation in a bounded domain (Q2001315) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• The fractional Landweber method for identifying the space source term problem for time-space fractional diffusion equation (Q2035520) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Reconstruction of a space-dependent source in the inexact order time-fractional diffusion equation (Q2120528) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
• An RBF based finite difference method for the numerical approximation of multi-term nonlinear time fractional two dimensional diffusion-wave equation (Q2144729) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• Stabilization of impulsive fractional-order dynamic systems involving the Caputo fractional derivative of variable-order via a linear feedback controller (Q2169387) (← links)
• Landweber iterative method for identifying the initial value problem of the time-space fractional diffusion-wave equation (Q2173340) (← links)
• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
• A meshless local collocation method for time fractional diffusion wave equation (Q2203241) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Identifying the source function for time fractional diffusion with non-local in time conditions (Q2244982) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• (Q5074741) (← links)
• Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
• Third Order Iterative Method for Nonlinear Difference Schemes (Q5132159) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
• (Q5884063) (← links)
• Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (Q6064931) (← links)
• Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
• Simultaneous inversion of two initial values for a time‐fractional diffusion‐wave equation (Q6088438) (← links)
• Nonuniform difference schemes for multi-term and distributed-order fractional parabolic equations with fractional Laplacian (Q6102661) (← links)
• Pointwise error estimates of compact difference scheme for mixed-type time-fractional Burgers' equation (Q6104250) (← links)
• The quasi-reversibility regularization method for backward problem of the multi-term time-space fractional diffusion equation (Q6121851) (← links)
• A nonstationary iterated quasi-boundary value method for reconstructing the source term in a time-space fractional diffusion equation (Q6126046) (← links)
• A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)
• Short memory fractional differential equations for new memristor and neural network design (Q6168847) (← links)
• Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)