过去一年中添加的文章，按日期排序
[HTML][HTML] Galerkin-finite difference method for fractional parabolic partial differential equations
116 天前 - … the order of convergence for the time fractional term only, as the … Black-Scholes
model subsequently. Finally, we experimented with our proposed technique on some numerical …
model subsequently. Finally, we experimented with our proposed technique on some numerical …
[PDF][PDF] An improved approximate method for solving two-dimensional time-fractional-order Black-Scholes model: a finite difference approach
D Prathumwan, T Khonwai, N Phoochalong… - AIMS …, 2024 - aimspress.com
127 天前 - … [22] presented the derivation of fractional-order Black-Scholes model in one dimension.
The time-fractional BlackScholes model was also derived to find the numerical solution […
The time-fractional BlackScholes model was also derived to find the numerical solution […
A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option
P Roul - Numerical Algorithms, 2024 - Springer
165 天前 - … The authors of Kaur and Natesan 2023 [A novel numerical scheme for time-fractional
Black-Scholes PDE governing European options in mathematical finance, (Numerical …
Black-Scholes PDE governing European options in mathematical finance, (Numerical …