Results 171 to 180 of about 79,639 (196)

Group classification of time fractional Black-Scholes equation with time-dependent coefficients

Fractional Calculus and Applied Analysis
Jicheng Yu, Yuqiang Feng
semanticscholar   +1 more source

On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks

Computational Economics, 2020
Saadet Eskiizmirliler, Korhan Günel, Refet Polat   +2 more
semanticscholar   +1 more source

Robust and accurate construction of the local volatility surface using the Black–Scholes equation

, 2021
Sangkwon Kim, Junseok Kim
semanticscholar   +1 more source

Volatility in the Black-Scholes equation

2022
openaire   +1 more source

Option pricing with transaction costs and a nonlinear Black-Scholes equation

Finance and Stochastics, 1998
G. Barles, H. M. Soner
semanticscholar   +1 more source

Numerical computation of fractional Black–Scholes equation arising in financial market

Egyptian Journal of Basic and Applied Sciences, 2014
Sunil Kumar, Devendra Kumar, Jagdev Singh   +2 more
exaly  

Studying a Tumor Growth Partial Differential Equation via the Black–Scholes Equation

Computation, 2020
Winter Sinkala
exaly  

The Black-Scholes Equation

2008
openaire   +1 more source

Numerical approximation of a time-fractional Black–Scholes equation

Computers and Mathematics With Applications, 2018
Zhongdi Cen, Anbo Le
exaly  

A New Version of Black–Scholes Equation Presented by Time-Fractional Derivative

Iranian Journal of Science and Technology, Transaction A: Science, 2017
G H Erjaee
exaly