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Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
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Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]
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Exploring chaos and sensitivity in the Ivancevic option pricing model through perturbation analysis. [PDF]
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Analysis of parametric and non-parametric option pricing models. [PDF]
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Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
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Path Tracing-Inspired Modeling of Non-Line-of-Sight SPAD Data. [PDF]
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