TIME-FRACTIONAL DYNAMICS MODEL BLACK–SCHOLES: IMPLICATIONS FOR OPTION PRICING STABILITY
Murugesan Sivashankar +3 more
openalex +1 more source
Recovery of Implied Volatility in a Spatial-Fractional Black–Scholes Equation Under a Finite Moment Log Stable Model [PDF]
Xiaoying Jiang, Chunmei Shi, Yujie Wei
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Electronic strong coupling modifies the ground-state intermolecular interactions in self-assembled chlorin molecules. [PDF]
Nat CommunBiswas S +5 more
europepmc +1 more source
Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach. [PDF]
Entropy (Basel), 2020 Murialdo P, Ponta L, Carbone A.
europepmc +1 more source
Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications. [PDF]
Entropy (Basel), 2018 Ding XL, Nieto JJ.
europepmc +1 more source
Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]
PLoS OneFu J.
europepmc +1 more source
A numerical study of the European option by the MLPG method with moving kriging interpolation. [PDF]
Springerplus, 2016 Phaochoo P +2 more
europepmc +1 more source
The valuation of currency options by fractional Brownian motion. [PDF]
Springerplus, 2016 Shokrollahi F, Kılıçman A.
europepmc +1 more source
Numerical solution of the time fractional Black-Scholes model governing European options
Computers and Mathematics with Applications, 2016 Hongmei Zhang +3 more
semanticscholar +1 more source