Results 171 to 179 of about 28,474 (179)

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

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

Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation

, 2020
Sunday Emmanuel Fadugba
semanticscholar   +1 more source

Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator

, 2021
Kangqun Zhang
openalex   +1 more source

Numerical Simulation of Time-fractional Black-Scholes Equation using Fractional Variational Iteration Method

Journal of Computer and Mathematical Sciences, 2018
Shivangi Gupta
semanticscholar   +1 more source

Three-point compact finite difference scheme on non-uniform meshes for the time-fractional Black-Scholes equation

, 2015
Yuri M. Dimitrov, L. Vulkov
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

Numerical approximation of a time-fractional Black–Scholes equation

, 2018
Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le   +3 more
openalex   +1 more source

Regularization methods for identifying initial value of a time-fractional Black–Scholes equation

Hanghang Wu, Hongqi Yang
semanticscholar   +1 more source