Pages that link to "Item:Q2677413"
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The following pages link to High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413):
Displaying 8 items.
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
- A New Compact Numerical Scheme for Solving Time Fractional Mobile-Immobile Advection-Dispersion Model (Q6203951) (← links)
- Numerical solution of distributed-order fractional Korteweg-de Vries equation via fractional zigzag rising diagonal functions (Q6543334) (← links)
- A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model (Q6590574) (← links)
- A spatial sixth-order numerical scheme for solving fractional partial differential equation (Q6620436) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983) (← links)
- A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)
