A Stable and Convergent Finite Difference Method for Fractional Black-Scholes Model of American Put Option Pricing
نویسندگان:["Robab Kalantari"]
عنوان مجله: Computational Economics
از صفحه: ۰
تا صفحه: ۰
Numerical solution of fractional Black-Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis
نویسندگان:["Robab Kalantari"]
عنوان مجله: Mathematical Methods in the Applied Sciences
از صفحه: ۰
تا صفحه: ۰
The Stability Analysis of Predictor-Corrector Method in Solving American Option Pricing Model
نویسندگان:["Robab Kalantari"]
عنوان مجله: Computational Economics
از صفحه: ۰
تا صفحه: ۰
A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing
نویسندگان:Kalantari, Robab
عنوان مجله: Computational Economics
از صفحه: ۰
تا صفحه: ۰
Numerical solution of fractional Black-Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis(Conference Paper)
نویسندگان:Kalantari, Robab
عنوان مجله: Mathematical Methods in the Applied Sciences
از صفحه: ۰
تا صفحه: ۰
The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model
نویسندگان:Kalantari, Robab
عنوان مجله: Computational Economics
از صفحه: ۰
تا صفحه: ۰
A Stable and Convergent Non-Standard Finite Difference Method for Fractional Black-Scholes Model of Digital Put Option Pricing
نویسندگان:Robab Kalantari, Sedaghate Shahmorad
عنوان مجله:
از صفحه: ۰
تا صفحه: ۰
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
نویسندگان:Sedaghat Shahmorad, Robab Kalantari, Ahmad Assadzadeh
عنوان مجله: Mathematical Methods in the Applied Sciences
از صفحه: ۰
تا صفحه: ۰
Uniqueness of Approximate Solution for American Put Option Pricing
