Analysing time-fractional exotic options via efficient local meshless method

Effects of Arrhenius activation energy in development of covalent bonding in axisymmetric flow of radiative-Cross nanofluid

(2020) M. Azam et al.   INTERNATIONAL COMMUNICATIONS IN HEAT AND MASS TRANSFER

A local meshless method for the numerical solution of space‐dependent inverse heat problems

(2020) Muhammad Nawaz Khan et al.   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

Solution of Multi-Term Time-Fractional PDE Models Arising in Mathematical Biology and Physics by Local Meshless Method

(2020) Imtiaz Ahmad et al.   Symmetry-Basel

An efficient approach for the numerical solution of fifth-order KdV equations

(2020) Hijaz Ahmad et al.   Open Mathematics

Numerical solution of time fractional tricomi-type equation by an RBF based meshless method

(2020) Akanksha Bhardwaj et al.   ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS

A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model

(2019) Ahmad Golbabai et al.   Computational Economics

Ternary-fractional differential transform schema: theory and application

(2019) Feras Yousef et al.   Advances in Difference Equations

On (2 + 1)-dimensional physical models endowed with decoupled spatial and temporal memory indices⋆

(2019) Imad Jaradat et al.   European Physical Journal Plus

Delay-asymptotic solutions for the time-fractional delay-type wave equation

(2019) Marwan Alquran et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market

(2019) Ahmad Golbabai et al.   computational and applied mathematics

Numerical solution of Korteweg–de Vries-Burgers equation by the modified variational iteration algorithm-II arising in shallow water waves

(2019) Hijaz Ahmad et al.   PHYSICA SCRIPTA

A radial basis function — Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options

(2019) Yin Yang et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Numerical approximation of a time-fractional Black–Scholes equation

(2018) Zhongdi Cen et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

Meshless analysis of elliptic interface boundary value problems

(2018) Siraj-ul-Islam et al.   ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS

Numerical simulation for solar energy aspects on unsteady convective flow of MHD Cross nanofluid: A revised approach

(2018) M. Azam et al.   INTERNATIONAL JOURNAL OF HEAT AND MASS TRANSFER

Local radial basis function interpolation method to simulate 2D fractional-time convection-diffusion-reaction equations with error analysis

(2017) Elyas Shivanian   NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS

Numerical solution of the time fractional Black–Scholes model governing European options

(2016) H. Zhang et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

A comparative analysis of local meshless formulation for multi-asset option models

(2016) Siraj-ul-Islam et al.   ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS

A predictor–corrector approach for pricing American options under the finite moment log-stable model

(2015) Wenting Chen et al.   APPLIED NUMERICAL MATHEMATICS

Analytically pricing double barrier options based on a time-fractional Black–Scholes equation

(2015) Wenting Chen et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

Implicit local radial basis function method for solving two-dimensional time fractional diffusion equations

(2015) Song Wei et al.   Thermal Science

Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method

(2013) Lina Song et al.   Abstract and Applied Analysis

A penalty method for a fractional order parabolic variational inequality governing American put option valuation

(2013) Wen Chen et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

Fractional diffusion equations by the Kansa method

(2009) Wen Chen et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS