Pages that link to "Item:Q2053261"
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The following pages link to A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261):
Displaying 9 items.
- A novel scheme to capture the initial dramatic evolutions of nonlinear subdiffusion equations (Q2053326) (← links)
- A transformed \(L 1\) method for solving the multi-term time-fractional diffusion problem (Q2060320) (← links)
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
- A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations (Q6196454) (← links)
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
- Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (Q6561203) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- Pointwise-in-time error analysis of the corrected \(\mathrm{L}1\) scheme for a time-fractional sine-Gordon equation (Q6649254) (← links)
