Computational Methods for Differential Equations - Articles List

Keywords = CEV model

A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options

Volume 9, Issue 2, April 2021, Pages 523-552

10.22034/cmde.2020.36000.1623

Maryam Rezaei Mirarkolaei; Ahmadreza Yazdanian; Seyed Mahdi Mahmoudi; Ali Ashrafi

Computational Methods for Differential Equations

Journal Archive

Volume 12 (2024)

Volume 11 (2023)

Volume 10 (2022)

Volume 9 (2021)

Volume 8 (2020)

Volume 7 (2019)

Volume 6 (2018)

Volume 5 (2017)

Volume 4 (2016)

Volume 3 (2015)

Volume 2 (2014)

Volume 1 (2013)