Regularity of the American Put option in the Black–Scholes model with general discrete dividends
Maxence Jeunesse, Benjamin Jourdain
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Coupled transform method for time-space fractional Black-Scholes option pricing model
S. O. Edeki+3 more
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Chooser Option Pricing based on Black-Scholes Model and Monte-Carlo Simulations
Shaoyi Ren, Xinyi Zhang
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Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
europepmc +1 more source
Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]
Abdelwahed HG+5 more
europepmc +1 more source
COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL
Zhaowei Tian, Shuying Zhai, Zhifeng Weng
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Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations. [PDF]
Zhang Z+4 more
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Manipulation of Charge Delocalization in a Bulk Heterojunction Material Using a Mid-Infrared Push Pulse. [PDF]
Montanaro A+5 more
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