A wavelet collocation method for fractional Black–Scholes equations by subdiffusive model
Fuente:
Wiley Open Access
Enregistré dans:
| Auteurs principaux: | Davood Damircheli, Mohsen Razzaghi |
|---|---|
| Format: | Artículo Open Access |
| Publié: |
Wiley
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Two Methods for Solving the Two‐Dimensional Black–Scholes Equation
par: Yanhua Cao, et autres
Publié: (2025)
par: Yanhua Cao, et autres
Publié: (2025)
Generalized log orthogonal functions spectral collocation method for two dimensional weakly singular Volterra integral equations of the second kind
par: Qiumei Huang, et autres
Publié: (2024)
par: Qiumei Huang, et autres
Publié: (2024)
Convergence analysis of a L1‐ADI scheme for two‐dimensional multiterm reaction‐subdiffusion equation
par: Yubing Jiang, et autres
Publié: (2024)
par: Yubing Jiang, et autres
Publié: (2024)
Discrete null field equation methods for solving Laplace's equation: Boundary layer computations
par: Li‐Ping Zhang, et autres
Publié: (2024)
par: Li‐Ping Zhang, et autres
Publié: (2024)
A parareal exponential integrator finite element method for semilinear parabolic equations
par: Jianguo Huang, et autres
Publié: (2024)
par: Jianguo Huang, et autres
Publié: (2024)
Optimal control of variably distributed‐order time‐fractional diffusion equation: Analysis and computation
par: Xiangcheng Zheng, et autres
Publié: (2024)
par: Xiangcheng Zheng, et autres
Publié: (2024)
A locally calculable P3‐pressure in a decoupled method for incompressible Stokes equations
par: Chunjae Park
Publié: (2024)
par: Chunjae Park
Publié: (2024)
Entropy stable discontinuous Galerkin methods for the shallow water equations with subcell positivity preservation
par: Xinhui Wu, et autres
Publié: (2024)
par: Xinhui Wu, et autres
Publié: (2024)
Numerical solution of convected wave equation in free field using artificial boundary method
par: Xin Wang, et autres
Publié: (2024)
par: Xin Wang, et autres
Publié: (2024)
Improved error bounds on a time splitting method for the nonlinear Schrödinger equation with wave operator
par: Jiyong Li
Publié: (2024)
par: Jiyong Li
Publié: (2024)
An explicit fourth‐order hybrid‐variable method for Euler equations with a residual‐consistent viscosity
par: Xianyi Zeng
Publié: (2024)
par: Xianyi Zeng
Publié: (2024)
A flux‐based HDG method
par: Issei Oikawa
Publié: (2024)
par: Issei Oikawa
Publié: (2024)
A type of multigrid method for semilinear elliptic problems based on symmetric interior penalty discontinuous Galerkin method
par: Fan Chen, et autres
Publié: (2024)
par: Fan Chen, et autres
Publié: (2024)
High‐order in‐cell discontinuous reconstruction path‐conservative methods for nonconservative hyperbolic systems–DR.MOOD method
par: Ernesto Pimentel‐García, et autres
Publié: (2024)
par: Ernesto Pimentel‐García, et autres
Publié: (2024)
Adaptive finite element methods for scalar double‐well problem
par: Bingzhen Li, et autres
Publié: (2024)
par: Bingzhen Li, et autres
Publié: (2024)
Determining a time‐varying potential in time‐fractional diffusion from observation at a single point
par: Siyu Cen, et autres
Publié: (2024)
par: Siyu Cen, et autres
Publié: (2024)
The TRUNC element in any dimension and application to a modified Poisson equation
par: Hongliang Li, et autres
Publié: (2024)
par: Hongliang Li, et autres
Publié: (2024)
A new optimal error analysis of a mixed finite element method for advection–diffusion–reaction Brinkman flow
par: Huadong Gao, et autres
Publié: (2024)
par: Huadong Gao, et autres
Publié: (2024)
Error estimates of exponential wave integrators for the Dirac equation in the massless and nonrelativistic regime
par: Ying Ma, et autres
Publié: (2024)
par: Ying Ma, et autres
Publié: (2024)
A posteriori error analysis of a semi‐augmented finite element method for double‐diffusive natural convection in porous media
par: Mario Álvarez, et autres
Publié: (2024)
par: Mario Álvarez, et autres
Publié: (2024)
Analysis of a class of spectral volume methods for linear scalar hyperbolic conservation laws
par: Jianfang Lu, et autres
Publié: (2024)
par: Jianfang Lu, et autres
Publié: (2024)
Exponential time difference methods with spatial exponential approximations for solving boundary layer problems
par: Liyong Zhu, et autres
Publié: (2024)
par: Liyong Zhu, et autres
Publié: (2024)
Semi‐implicit method of high‐index saddle dynamics and application to construct solution landscape
par: Yue Luo, et autres
Publié: (2024)
par: Yue Luo, et autres
Publié: (2024)
Optimal error estimates of a decoupled finite element scheme for the unsteady inductionless MHD equations
par: Xiaodi Zhang, et autres
Publié: (2024)
par: Xiaodi Zhang, et autres
Publié: (2024)
On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
par: Chengqiang Xu, et autres
Publié: (2024)
par: Chengqiang Xu, et autres
Publié: (2024)
Unconditional optimal first‐order error estimates of a full pressure segregation scheme for the magnetohydrodynamics equations
par: Yun‐Bo Yang, et autres
Publié: (2024)
par: Yun‐Bo Yang, et autres
Publié: (2024)
Fully decoupled unconditionally stable Crank–Nicolson leapfrog numerical methods for the Cahn–Hilliard–Darcy system
par: Yali Gao, et autres
Publié: (2024)
par: Yali Gao, et autres
Publié: (2024)
A nonlocal convection–diffusion model with Gaussian‐type kernels and meshfree discretization
par: Hao Tian, et autres
Publié: (2024)
par: Hao Tian, et autres
Publié: (2024)
Convergence and stability analysis of energy stable and bound‐preserving numerical schemes for binary fluid‐surfactant phase‐field equations
par: Jiayi Duan, et autres
Publié: (2024)
par: Jiayi Duan, et autres
Publié: (2024)
A real space convolution‐based approximate algorithm for phase field model involving elastic strain energy
par: YaQian Gao, et autres
Publié: (2024)
par: YaQian Gao, et autres
Publié: (2024)
Asymptotically compatible schemes for nonlocal Ohta–Kawasaki model
par: Wangbo Luo, et autres
Publié: (2024)
par: Wangbo Luo, et autres
Publié: (2024)
Unconditional H2$$ {H}^2 $$‐stability of the Euler implicit/explicit SAV‐based scheme for the 2D Navier–Stokes equations with smooth or nonsmooth initial data
par: Teng‐Yuan Chang, et autres
Publié: (2024)
par: Teng‐Yuan Chang, et autres
Publié: (2024)
A Type of Multigrid Method for the Steklov‐Lamé Eigenvalue Problems
par: Meiling Yue, et autres
Publié: (2025)
par: Meiling Yue, et autres
Publié: (2025)
A Flexible Derivation Approach for the Numerical Solution of Partial Differential Equations
par: Nadaniela Egidi, et autres
Publié: (2025)
par: Nadaniela Egidi, et autres
Publié: (2025)
A Priori Error Bounds for the Approximate Deconvolution Leray Reduced Order Model
par: Ian Moore, et autres
Publié: (2025)
par: Ian Moore, et autres
Publié: (2025)
A Macro‐Bubble Enriched Divergence‐Free Finite Element on Quadrilateral Meshes
par: Hongling Hu, et autres
Publié: (2025)
par: Hongling Hu, et autres
Publié: (2025)
A Linearly Implicit and Structure‐Preserving Scheme for the Ginzburg–Landau–Schrödinger Equation
par: Dan Zhao, et autres
Publié: (2025)
par: Dan Zhao, et autres
Publié: (2025)
A Multi‐Domain Space‐Time Spectral Collocation Method for the Huxley Equation
par: Yinhui Zhou, et autres
Publié: (2026)
par: Yinhui Zhou, et autres
Publié: (2026)
A Simple Weak Galerkin Method for the Brinkman Equations on Nonconvex Polytopal Meshes
par: Chunmei Wang, et autres
Publié: (2026)
par: Chunmei Wang, et autres
Publié: (2026)
A New Minimization Solver for Computing the Ground States of Bose–Einstein Condensates
par: Shang Yan, et autres
Publié: (2025)
par: Shang Yan, et autres
Publié: (2025)
Documents similaires
-
Two Methods for Solving the Two‐Dimensional Black–Scholes Equation
par: Yanhua Cao, et autres
Publié: (2025) -
Generalized log orthogonal functions spectral collocation method for two dimensional weakly singular Volterra integral equations of the second kind
par: Qiumei Huang, et autres
Publié: (2024) -
Convergence analysis of a L1‐ADI scheme for two‐dimensional multiterm reaction‐subdiffusion equation
par: Yubing Jiang, et autres
Publié: (2024) -
Discrete null field equation methods for solving Laplace's equation: Boundary layer computations
par: Li‐Ping Zhang, et autres
Publié: (2024) -
A parareal exponential integrator finite element method for semilinear parabolic equations
par: Jianguo Huang, et autres
Publié: (2024)