Lina Song

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

Lina Song, Weiguo Wang · Abstract and Applied Analysis · 2013 · 104 citations · Full text

Numerical Analysis, Option Pricing, Black-scholes Model +8

Rational approximation solution of the fractional Sharma–Tasso–Olever equation

Lina Song, Qi Wang, Hongqing Zhang · Journal of Computational and Applied Mathematics · 2008 · 41 citations

Rational Approximation Solution, Fractional-order System, Approximation Theory +2

A new extended Riccati equation rational expansion method and its application

Lina Song, Qi Wang, Ying Zheng et al. · Chaos Solitons & Fractals · 2005 · 32 citations

Numerical Analysis, Approximation Theory, Engineering +1

New exact solutions for the Konopelchenko–Dubrovsky equation using an extended Riccati equation rational expansion method and symbolic computation

Lina Song, Hongqing Zhang · Applied Mathematics and Computation · 2006 · 29 citations

Konopelchenko–dubrovsky Equation, Backlund Transformation, New Exact Solutions +2

Calculations of fractional derivative option pricing models based on neural network

Lina Song, Yu Wang, Yousheng Tan et al. · Journal of Computational and Applied Mathematics · 2023 · 23 citations

Option Pricing, Asset Pricing, Fractional-order System +6