Soleymani, Fazlollah; Zhu, Shengfeng Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes. (English) Zbl 07700264 J. Comput. Appl. Math. 425, Article ID 115075, 17 p. (2023). MSC: 65-XX 35R11 91B74 65M22 PDFBibTeX XMLCite \textit{F. Soleymani} and \textit{S. Zhu}, J. Comput. Appl. Math. 425, Article ID 115075, 17 p. (2023; Zbl 07700264) Full Text: DOI
Deswal, Komal; Kumar, Devendra Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters. (English) Zbl 1510.91183 Appl. Math. Comput. 427, Article ID 127168, 19 p. (2022). MSC: 91G60 65N35 65D07 91G20 PDFBibTeX XMLCite \textit{K. Deswal} and \textit{D. Kumar}, Appl. Math. Comput. 427, Article ID 127168, 19 p. (2022; Zbl 1510.91183) Full Text: DOI
Ghanadian, Azadeh; Lotfi, Taher Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method. (English) Zbl 1484.91517 AIMS Math. 5, No. 2, 879-893 (2020). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{A. Ghanadian} and \textit{T. Lotfi}, AIMS Math. 5, No. 2, 879--893 (2020; Zbl 1484.91517) Full Text: DOI
Zimmermann, Ralf Hermite interpolation and data processing errors on Riemannian matrix manifolds. (English) Zbl 1452.65085 SIAM J. Sci. Comput. 42, No. 5, A2593-A2619 (2020). MSC: 65F60 15A16 41A05 53-08 PDFBibTeX XMLCite \textit{R. Zimmermann}, SIAM J. Sci. Comput. 42, No. 5, A2593--A2619 (2020; Zbl 1452.65085) Full Text: DOI arXiv
Cheang, Gerald H. L.; Garces, Len Patrick Dominic M. Representation of exchange option prices under stochastic volatility jump-diffusion dynamics. (English) Zbl 1448.91294 Quant. Finance 20, No. 2, 291-310 (2020); correction ibid. 20, No. 2, ei (2020). MSC: 91G20 60G40 60J74 PDFBibTeX XMLCite \textit{G. H. L. Cheang} and \textit{L. P. D. M. Garces}, Quant. Finance 20, No. 2, 291--310 (2020; Zbl 1448.91294) Full Text: DOI arXiv
Li, Nan; Wang, Song; Zhang, Shuhua Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method. (English) Zbl 1449.90170 J. Ind. Manag. Optim. 16, No. 3, 1349-1368 (2020). MSC: 90B50 PDFBibTeX XMLCite \textit{N. Li} et al., J. Ind. Manag. Optim. 16, No. 3, 1349--1368 (2020; Zbl 1449.90170) Full Text: DOI
Al-Zhour, Zeyad; Barfeie, Mahdiar; Soleymani, Fazlollah; Tohidi, Emran A computational method to price with transaction costs under the nonlinear Black-Scholes model. (English) Zbl 1448.91322 Chaos Solitons Fractals 127, 291-301 (2019). MSC: 91G60 91G20 65M22 65L06 PDFBibTeX XMLCite \textit{Z. Al-Zhour} et al., Chaos Solitons Fractals 127, 291--301 (2019; Zbl 1448.91322) Full Text: DOI