Results 131 to 140 of about 79,639 (196)

Ligand Exchange and Binding at the Surface of PbS Quantum Dots Quantified Using Multimodal Magnetic Resonance. [PDF]

open access: yesACS Nano
Uppala VVS   +7 more
europepmc   +1 more source

The mechanism of charge transfer between quantum dots and redox molecules

open access: yes
Vogel Y   +10 more
europepmc   +1 more source

Solving fractional Black–Scholes equation by using Boubaker functions

Mathematical Methods in the Applied Sciences, 2021
The fractional Black–Scholes pricing model widely appears in financial markets. This paper presents the special class of operational matrix to approximate the solution of fractional Black–Scholes equation based on the Boubaker polynomial functions.
A A Khajehnasiri, Mostafa Safavi
exaly   +2 more sources

Conservation laws for the Black–Scholes equation

Nonlinear Analysis: Real World Applications, 2009
The authors begin by recalling the relationship between the Black-Scholes equation and the diffusion equation -- a result already known to Black and Scholes but presented here in the framework of Lie point symmetries. They analyze the Black-Scholes equation for potential symmetries by writing it in an obvious conserved form and obtain the solutions ...
K S Govinder
exaly   +2 more sources

Lie symmetry, exact solutions and conservation laws of time fractional Black–Scholes equation derived by the fractional Brownian motion

Journal of Applied Analysis
The Black–Scholes equation is an important analytical tool for option pricing in finance. This paper discusses the Lie symmetry analysis of the time fractional Black–Scholes equation derived by the fractional Brownian motion.
Jicheng Yu
exaly   +2 more sources

Exact and numerical solution of Black–Scholes matrix equation

Applied Mathematics and Computation, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L Jódar, Pablo Sevilla-Peris
exaly   +2 more sources

The Black–Scholes equation in finance: Quantum mechanical approaches

Physica A: Statistical Mechanics and Its Applications, 2023
Özlem Yeşiltaş
exaly   +2 more sources

Fractional model and solution for the Black‐Scholes equation

Mathematical Methods in the Applied Sciences, 2017
This work presents a new model of the fractional Black‐Scholes equation by using the right fractional derivatives to model the terminal value problem. Through nondimensionalization and variable replacements, we convert the terminal value problem into an initial value problem for a fractional convection diffusion equation.
Jun‐Sheng Duan   +3 more
openaire   +3 more sources

A space-time spectral method for time-fractional Black-Scholes equation

Applied Numerical Mathematics, 2021
The purpose of this paper is to investigate a high order numerical method for solving time-fractional Black-Scholes equation in which the fractional operator is defined by the Caputo fractional derivative.
Xingyu An   +4 more
semanticscholar   +1 more source

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