A weighted finite difference method for subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz; Lukasz Plociniczak (Comput. Math. Appl., 2020)

A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. - Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2020)

A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz (Commun. Nonlinear Sci. Numer. Simul., 2021)

About subordinated generalizations of 3 classical models of option pricing. - Michal Balcerek; Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2021)

A tempered subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2021)