Uncertain fractional differential equations (UFDEs) have non-locality features to reflect
memory and hereditary characteristics for the asset price changes, thus are more suitable to …

In an incomplete market construction and by no-arbitrage assumption, the American options
pricing problem under the jump-diffusion regime-switching process is formulated by a …

In this study, we provide a numerical method to approximate the solution of the time
fractional Black-Sholes equation by applying the multiquadric (MQ) quasi-interpolation …

We present a fully-discrete finite element scheme to a generalized distributed-order time-
fractional option pricing model, which adequately describes, eg, the valuation of the …

The current research aims to develop a fast, stable and efficient numerical procedure for
solving option pricing problems in jump–diffusion models. A backward partial integro …

This work deals with the construction of robust numerical schemes for solving a time‐
fractional convection‐diffusion (TFCD) equation with variable coefficients subject to weakly …

We propose and analyze a fully-discrete finite element method to a variable-order time-
fractional Black–Scholes model, which provides adequate descriptions for the option pricing …

We derive a closed-form solution for pricing geometric Asian rainbow options under the
mixed geometric fractional Brownian motion (FBM). In particular, the number of underlying …

The dawn of this new era is marked by a profound shift in how challenging destinations are
approached, as it is now centered around the art of unlocking simpler routes to explore …

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐
free point collocation (also called finite point method) when applied to solve second‐order …