Results 201 to 210 of about 402,189 (237)

Numerically pricing American and European options using a time fractional Black–Scholes model in financial decision-making

Alexandria Engineering Journal
O. Nikan, J. Rashidinia, H. Jafari
semanticscholar   +1 more source

A Finite Difference Method for a Normalized Time-Fractional Black–Scholes Equation

International Journal of Applied and Computational Mathematics
Yunjae Nam, Jian Wang, Chaeyoung Lee, Yongho Choi, Minjoon Bang, Zheng-Lin Li, Junseok Kim   +6 more
semanticscholar   +1 more source

An improved local radial basis function method for pricing options under the time-fractional Black-Scholes model

Journal of Computer Science
O. Nikan, J. Rashidinia, H. Jafari
semanticscholar   +1 more source

Time Fractional Black–Scholes Model and Its Solution Through Sumudu Transform Iterative Method

Computational Economics
Manzoor Ahmad, Rajshree Mishra, Renu Jain   +2 more
semanticscholar   +1 more source

Galerkin approach by certain shifted Jacobi polynomials for solving the time-fractional Black-Scholes equation

Boundary Value Problems
A. Atta, M. Abdelkawy, Anna Napoli, W. Abd-Elhameed   +3 more
semanticscholar   +1 more source

The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model

Computational Economics, 2022
H. Mesgarani, M. Bakhshandeh, Y. E. Aghdam, J. F. Gómez‐Aguilar   +3 more
semanticscholar   +1 more source

An Adaptive Mesh Based Computational Approach to the Option Price and Their Greeks in Time Fractional Black–Scholes Framework

Differential Equations and Dynamical Systems
J. Mohapatra, S. Santra, Ankur Kanaujiya
semanticscholar   +1 more source

A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis

Numerical Algorithms
F. Alazemi, Abdulaziz Alsenafi, Alireza Najafi   +2 more
semanticscholar   +1 more source

Numerical pricing of European options under time-fractional Black-Scholes equation in financial markets.

Chaos
Arvind Kumar Mishra, L. Verma, O. Nikan, Mahboubeh Molavi‐Arabshahi   +3 more
semanticscholar   +1 more source

Touchard wavelet technique for solving time-fractional Black–Scholes model

Computational and Applied Mathematics, 2022
Farshid Nourian, M. Lakestani, Sedigheh Sabermahani, Y. Ordokhani   +3 more
semanticscholar   +1 more source