Hedging in fractional Black-Scholes model with transaction costs
F. Shokrollahi, Tommi Sotinnen
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The Quantum Information Science Challenge for Chemistry. [PDF]
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The long-term and short-term effects of interest rate volatility on corporate bankruptcy risk: An industry and supply chain perspective. [PDF]
Chen L, Zhang K, Yang X.
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A novel numerical investigation of fiber Bragg gratings with dispersive reflectivity having polynomial law of nonlinearity. [PDF]
Tariq H+6 more
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Empirical examination of the Black–Scholes model: evidence from the United States stock market [PDF]
Monsurat Foluke Salami
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Nonparametric estimation via partial derivatives. [PDF]
Dai X.
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A High-Order Numerical Method Based on a Spatial Compact Exponential Scheme for Solving the Time-Fractional Black–Scholes Model [PDF]
X. T. Huang, Bo Yu
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Ligand Exchange and Binding at the Surface of PbS Quantum Dots Quantified Using Multimodal Magnetic Resonance. [PDF]
Uppala VVS+7 more
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Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]
Fu J.
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Clinical Characterization and Prediction of Bipolar Disorder Evolution. [PDF]
Kloucek P, von Gunten A, Fassassi S.
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