A Stable and Convergent Finite Difference Method for Fractional Black-Scholes Model of American Put Option Pricing
Authors:["Robab Kalantari"]
Article Title: Computational Economics
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Numerical solution of fractional Black-Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis
Authors:["Robab Kalantari"]
Article Title: Mathematical Methods in the Applied Sciences
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The Stability Analysis of Predictor-Corrector Method in Solving American Option Pricing Model
Authors:["Robab Kalantari"]
Article Title: Computational Economics
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A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing
Authors:Kalantari, Robab
Article Title: Computational Economics
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Numerical solution of fractional Black-Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis(Conference Paper)
Authors:Kalantari, Robab
Article Title: Mathematical Methods in the Applied Sciences
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The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model
Authors:Kalantari, Robab
Article Title: Computational Economics
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A Stable and Convergent Non-Standard Finite Difference Method for Fractional Black-Scholes Model of Digital Put Option Pricing
Authors:Robab Kalantari, Sedaghate Shahmorad
Article Title:
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NUMERICAL SOLUTION OF AMERICAN PRICING BY USING THE PENALTY METHOD
Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis
Authors:Sedaghat Shahmorad, Robab Kalantari, Ahmad Assadzadeh
Article Title: Mathematical Methods in the Applied Sciences
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Uniqueness of Approximate Solution for American Put Option Pricing
