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  • Search: subject:"Fractional partial differential equations"
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Subject
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Analysis 2 Black-Scholes model 2 Black-Scholes-Modell 2 Finanzmathematik 2 Fractional partial differential equations 2 Mathematical analysis 2 Mathematical finance 2 Option pricing theory 2 Optionspreistheorie 2 Stochastic process 2 Stochastischer Prozess 2 American options 1 Derivat 1 Derivative 1 Laplace transforms 1 Markov chain 1 Markov-Kette 1 Numerical analysis 1 Numerisches Verfahren 1 Option trading 1 Optionsgeschäft 1 Riemann-Liouville fractional derivative 1 numerical methods 1 penalty method 1 regime switching 1 space fractional Black-Scholes equation 1
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Undetermined 2
Type of publication
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
Author
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Aghili, A. 1 Khaliq, Abdul Q. M. 1 Yousuf, M. 1
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International journal of financial engineering 1 International journal of theoretical and applied finance : IJTAF 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.; Khaliq, Abdul Q. M. - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
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Fractional Black-Scholes equation
Aghili, A. - In: International journal of financial engineering 4 (2017) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
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