The following pages link to (Q4438488):
Displaying 50 items.
- Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation (Q299984) (← links)
- Numerical solutions for the three-point boundary value problem of nonlinear fractional differential equations (Q448672) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
- An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- Operational methods and differential equations with applications to initial-value problems (Q879581) (← links)
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives (Q967793) (← links)
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
- An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
- Operational methods, fractional operators and special polynomials. (Q1408305) (← links)
- Numerical solution of the space fractional Fokker-Planck equation. (Q1428499) (← links)
- Time fractional advection-dispersion equation (Q1429351) (← links)
- Two temporal second-order \(H^1\)-Galerkin mixed finite element schemes for distributed-order fractional sub-diffusion equations (Q1625759) (← links)
- Stability and convergence analysis of a class of continuous piecewise polynomial approximations for time-fractional differential equations (Q1632256) (← links)
- A block-centered finite difference method for the distributed-order time-fractional diffusion-wave equation (Q1635494) (← links)
- Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
- On a time-fractional integrodifferential equation via three-point boundary value conditions (Q1666568) (← links)
- Restricted fractional differential transform for solving irrational order fractional differential equations (Q1676820) (← links)
- A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
- On a semi-linear system of nonlocal time and space reaction diffusion equations with exponential nonlinearities (Q1751555) (← links)
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← 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)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions (Q2010241) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
- The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
- Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← 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)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Efficient numerical techniques for computing the Riesz fractional-order reaction-diffusion models arising in biology (Q2112980) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← 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)
- Two regularization methods for identifying the source term problem on the time-fractional diffusion equation with a hyper-Bessel operator (Q2148554) (← links)
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
- Investigation of the fractional coupled viscous Burgers' equation involving Mittag-Leffler kernel (Q2161708) (← links)
- A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
- Efficient high-order compact exponential time differencing method for space-fractional reaction-diffusion systems with nonhomogeneous boundary conditions (Q2173334) (← links)
- Structure-preserving algorithms for the two-dimensional fractional Klein-Gordon-Schrödinger equation (Q2189679) (← links)
- Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons (Q2192652) (← links)
