Results 171 to 180 of about 23,860,994 (221)

Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation. [PDF]

Entropy (Basel)
Velegol D, Bishop KJM.
europepmc   +1 more source

Unveiling solitary and twinning kink solitons in (2+1)-dimensional modified Zakharov-Kuznetsov equation arising in electronics. [PDF]

Sci Rep
Al-Sawalha MM, Noor S, Shah R, Yasmin H.
europepmc   +1 more source

Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]

Sci Rep
Pandey RK, Nisar KS.
europepmc   +1 more source

Cognitive Performance and Long-term Exposure to Outdoor Air Pollution: Findings From the Harmonized Cognitive Assessment Protocol Substudy of the English Longitudinal Study of Ageing (ELSA-HCAP). [PDF]

J Gerontol A Biol Sci Med Sci
Di Gessa G, Bloomberg M, So R, Scholes S, Byrne T, Lee J, Adar SD, Zaninotto P.   +7 more
europepmc   +1 more source

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Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing

Mathematical methods in the applied sciences, 2022
This work deals with the construction and analysis of a high‐order computational scheme for a time‐fractional Black‐Scholes model that governs the European option pricing. The time‐fractional derivative is considered in the sense of Caputo and the L1 − 2
P. Roul
semanticscholar   +1 more source

A regime switching fractional Black-Scholes model and European option pricing

Communications in nonlinear science & numerical simulation, 2020
In this paper, we investigate the European option pricing problem under a regime switching FMLS (finite moment log-stable) model. This model is not only able to capture the main characteristics of asset returns, it also incorporates the effect of regime ...
Sha Lin, Xin‐Jiang He
semanticscholar   +1 more source

A computational method to price with transaction costs under the nonlinear Black–Scholes model

Chaos, Solitons & Fractals, 2019
More realistic models in option pricing are based on nonlinear modifications of the well–known Black–Scholes PDE due to considering other factors such as transaction costs and risks from an unprotected portfolio.
Z. Al-Zhour, Mahdiar Barfeie, F. Soleymani, E. Tohidi   +3 more
semanticscholar   +1 more source

An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials

Computational Economics, 2023
Y. E. Aghdam, H. Mesgarani, A. Amin, J. F. Gómez‐Aguilar   +3 more
semanticscholar   +1 more source