Pages that link to "Item:Q2007174"

The following pages link to Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174):

Displaying 50 items.

• An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
• On boundary value problems for impulsive fractional differential equations (Q1732252) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← 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)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
• Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← 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)
• L3 approximation of Caputo derivative and its application to time-fractional wave equation. I (Q2104361) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons (Q2192652) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
• Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← 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)
• On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
• Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
• COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← 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)
• Space fractional-order modeling for the sintering process of metal fibers via lattice Boltzmann method (Q6094067) (← links)
• (Q6119113) (← 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)
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• On the convergence scheme in the CRR model (Q6169081) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)