Pages that link to "Item:Q2197862"

The following pages link to A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862):

Displaying 15 items.

• A high order numerical technique and its analysis for nonlinear generalized Fisher's equation (Q2074907) (← links)
• An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model (Q2104092) (← links)
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
• Path-dependent game options with Asian features (Q2128183) (← links)
• An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
• A Bessel collocation method for solving Bratu's problem (Q2201021) (← links)
• PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
• SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
• (Q5884059) (← links)
• A numerical technique based on B‐spline for a class of time‐fractional diffusion equation (Q6090398) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
• A computational technique for solving the time‐fractional Fokker‐Planck equation (Q6182389) (← links)
• Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)
• High-order numerical schemes based on B-spline for solving a time-fractional Fokker-Planck equation (Q6664896) (← links)