Pages that link to "Item:Q1959131"

The following pages link to Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131):

Displaying 10 items.

• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
• An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
• A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
• Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
• On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (Q4986427) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)