Pages that link to "Item:Q1681657"
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The following pages link to A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657):
Displaying 10 items.
- A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Asian-barrier option pricing formulas of uncertain financial market (Q2213602) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- Calculations of fractional derivative option pricing models based on neural network (Q6049282) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
