Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
Sci RepSong L, Tan Y, Yu F, Luo Y, Zheng J.
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Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]
Entropy (Basel), 2023 Nowak P, Pawłowski M.
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Exploring chaos and sensitivity in the Ivancevic option pricing model through perturbation analysis. [PDF]
PLoS OneJhangeer A +4 more
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A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model. [PDF]
Comput Econ, 2023 Kharrat M, Arfaoui H.
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Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
Rev Deriv Res (Dordr)Aichinger F, Desmettre S.
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Galerkin-finite difference method for fractional parabolic partial differential equations. [PDF]
MethodsXHossan MS, Datta T, Islam MS.
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Analysis of parametric and non-parametric option pricing models. [PDF]
Heliyon, 2022 Luo Q, Jia Z, Li H, Wu Y.
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Unveiling solitary and twinning kink solitons in (2+1)-dimensional modified Zakharov-Kuznetsov equation arising in electronics. [PDF]
Sci RepAl-Sawalha MM, Noor S, Shah R, Yasmin H.
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Path Tracing-Inspired Modeling of Non-Line-of-Sight SPAD Data. [PDF]
Sensors (Basel)Scholes S, Leach J.
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