Results 201 to 210 of about 3,126,770 (217)

The Black-Scholes Differential Equation

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

Numerical approximation of a time-fractional Black–Scholes equation

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

The Black-Scholes Equation

2008
openaire   +1 more source

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  

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

Journal of Economic Studies, 2017
Farshid Mehrdoust, Amir Hosein Refahi Sheikhani   +1 more
exaly  

Solution of the Black-Scholes Equation

2012
openaire   +1 more source

Solution of the Black-Scholes Equation

2006
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, Fuyao Ren, Wei-Yuan Qiu
exaly  

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

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

Fractional model and solution for the Black-Scholes equation

Mathematical Methods in the Applied Sciences, 2018
Jun-Sheng Duan
exaly