A posteriori grid method for a time-fractional Black-Scholes equation
, 2022 Zhongdi Cen, Jian Huang, Aimin Xu
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An Efficient Method for Solving Fractional Black-Scholes Model with Index and Exponential Decay Kernels [PDF]
, 2022 Saima Rashid +3 more
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Numerically pricing double barrier options in a time-fractional Black–Scholes model
, 2017 Rob De Staelen, Ahmed S. Hendy
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Application of water based drilling clay-nanoparticles in heat transfer of fractional Maxwell fluid over an infinite flat surface. [PDF]
Sci Rep, 2021 Asjad MI +4 more
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Simulation of Market Memory Based on Black-Scholes using Fractional Calculus [PDF]
HETAL CHOKSI, KAUSHAL PATEL
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On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method [PDF]
, 2021 Fadugba Sunday Emmanuel +1 more
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PDTM for the solution of a time-fractional barrier option Black-Scholes model [PDF]
, 2021 S. O. Edeki +3 more
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Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
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Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
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A Physics Informed Neural Network (PINN) framework for fractional order modeling of Alzheimer's disease. [PDF]
Front NeuroinformMehmood A +5 more
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