Touchard wavelet technique for solving time-fractional Black–Scholes model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s40314-022-01853-y.pdf
Reference37 articles.
1. Agarwal P, Singh R, ul Rehman A (2021) Numerical solution of hybrid mathematical model of dengue transmission with relapse and memory via Adam-Bashforth-Moulton predictor-corrector scheme. Chaos Solit Fract. https://doi.org/10.1016/j.chaos.2020.110564
2. Agarwal P, Baleanu D, Chen Y, Momani S, Machado J (2020) Fractional calculus. In: ICFDA 2018, Springer Proceedings in Mathematics Statistics, 303. Amman, Jordan. https://doi.org/10.1007/978-981-15-0430-3
3. Akram T, Abbas M, Abualnaja KM et al (2021) An efficient numerical technique based on the extended cubic B-spline functions for solving time fractional Black-Scholes model. Eng Comput. https://doi.org/10.1007/s00366-021-01436-1
4. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637–654
5. Carr P, Wu L (2003) The finite moment log stable process and option pricing. J Finance 2(58):597–626
Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Application of Chelyshkov wavelets and least squares support vector regression to solve fractional differential equations arising in optics and engineering;Mathematical Methods in the Applied Sciences;2024-08-30
2. Touchard–Ritz Method to Solve Variable-Order Fractional Optimal Control Problems;Iranian Journal of Science and Technology, Transactions of Electrical Engineering;2024-06-07
3. Simultaneous Calibration of European Option Volatility and Fractional Order under the Time Fractional Vasicek Model;Algorithms;2024-01-25
4. Application of Touchard wavelet to simulate numerical solutions to fractional pantograph differential equations;Journal of Applied Analysis;2024-01-03
5. Pricing of Lookback Options under the Time-Fractional CIR Model;Finance;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3