Results 181 to 190 of about 79,639 (196)

The chaotic Black–Scholes equation with time-dependent coefficients

, 2020
Gisèle Ruiz Goldstein, J. Goldstein, M. Kaplin   +2 more
semanticscholar   +1 more source

Block-pulse operational matrix method for solving fractional Black-Scholes equation

Journal of Economic Studies, 2017
Farshid Mehrdoust, A H Refahi Sheikhani
exaly  

The Black-Scholes Differential Equation

2019
Hans-Peter Deutsch, Mark W. Beinker
openaire   +1 more source

Numerical solution of time-fractional Black–Scholes equation

Computational and Applied Mathematics, 2016
M. Koleva, L. Vulkov
semanticscholar   +1 more source

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

, 2018
A. Farhadi, M. Salehi, G. H. Erjaee
semanticscholar   +1 more source

A Laplace transform finite difference method for the Black–Scholes equation

Mathematical and Computer Modelling, 2010
Sungkwon Kang, Yonghoon Kwon
exaly  

Solution of the Black-Scholes Equation

2008
openaire   +1 more source

Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

Physica A: Statistical Mechanics and Its Applications, 2012
Jun Wang, Wei-Yuan Qiu, Fu-Yao Ren
exaly  

Solution of the Black-Scholes Equation

2012
openaire   +1 more source

Solution of the Black-Scholes Equation

2006
openaire   +1 more source