Amanote Research
Register
Sign In
Numerical Solution of Fractional Black-Scholes Equation by Using the Multivariate Padé Approximation
Acta Physica Polonica A
- Poland
doi 10.12693/aphyspola.132.1050
Full Text
Open PDF
Abstract
Available in
full text
Categories
Astronomy
Physics
Date
September 1, 2017
Authors
N. Özdemir
M. Yavuz
Publisher
Institute of Physics, Polish Academy of Sciences
Related search
Padé Approximation to the Solution of the Elliptical Kepler Equation
International Journal of Applied Physics and Mathematics
Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Abstract and Applied Analysis
Applied Mathematics
Analysis
Symmetries of the Black-Scholes Equation
Methods and Applications of Analysis
An Adaptive Moving Mesh Method for a Time-Fractional Black–Scholes Equation
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Explicit Solution of a Nonlinear Black-Scholes Partial Differential Equation: Tanh Method
Applied Mathematical Sciences
A Class of Intrinsic Parallel Difference Methods for Time-Space Fractional Black–Scholes Equation
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Numerical Solution of Black-Scholes Option Pricing With Variable Yield Discrete Dividend Payment
Closed-Form Solutions of the Time-Fractional Standard Black-Scholes
WSEAS Transactions on Environment and Development
Development
Management
Monitoring
Environmental Science
Disposal
Energy
Waste Management
Environmental Chemistry
Planning
Policy
Ecological Modeling
Law
Environmental Engineering
Geography
A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation With Heston Volatility Model
Journal of Generalized Lie Theory and Applications