Results 131 to 140 of about 402,189 (237)

Variational quantum evolution equation solver. [PDF]

Sci Rep, 2022
Leong FY, Ewe WB, Koh DE.
europepmc   +1 more source

Fractional Black–Scholes equation [PDF]

, 2017
Arman Aghili
openalex   +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

Analysis of Atangana-Baleanu fractional-order SEAIR epidemic model with optimal control. [PDF]

Adv Differ Equ, 2021
Deressa CT, Duressa GF.
europepmc   +1 more source

Time-fractional classical Black-Scholes option pricing model via He-separation of variable transformation method for exact solutions

, 2020
S. O. Edeki, G. O. Akinlabi, Felix Egara, Augustina Chinyere Nzeadibe   +3 more
openalex   +1 more source

Comparative Study of Two Semi-analytical Methods for the Solution of Time-Fractional Black-Scholes Equation in a Caputo Sense [PDF]

, 2020
Sunday Emmanuel Fadugba, Olaronke Helen Edogbanya   +1 more
openalex   +1 more source

Pricing of geometric Asian options in the Volterra-Heston model. [PDF]

Rev Deriv Res (Dordr)
Aichinger F, Desmettre S.
europepmc   +1 more source

A universal difference method for time-space fractional Black-Scholes equation [PDF]

, 2016
Yang Xiaozhong, Lifei Wu, Sun Shuzhen, Xue Zhang   +3 more
openalex   +1 more source

Efficient operator splitting and spectral methods for the time-space fractional Black–Scholes equation

, 2021
Mustafa Almushaira, Feng Chen, Fei Liu
openalex   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source