The following pages link to (Q5175741):
Displaying 9 items.
- Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- (Q5088812) (← links)
