Results 181 to 190 of about 402,189 (237)

Type-3 fuzzy logic and Lyapunov approach for dynamic modeling and analysis of financial markets. [PDF]

Heliyon
Yan SR, Mohammadzadeh A, Ghaderpour E.
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Analyzing the Black-Scholes equation with fractional coordinate derivatives using an implicit discrete design

Maryam Mahdavi Parsa, K. Sayevand, Hossein Jafari, I. Masti   +3 more
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Separable solutions of the Black-Scholes equation with three different time fractional-order derivatives

P. Prakash, K. S. Priyendhu
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Unveiling the Power of Implicit Six-Point Block Scheme: Advancing numerical approximation of two-dimensional PDEs in physical systems. [PDF]

PLoS One
Olaoluwa Omole E, Olusheye Adeyefa E, Iyabo Apanpa K, Iyadunni Ayodele V, Emmanuel Amoyedo F, Emadifar H.   +5 more
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Cannabis Use and Its Impact on Mental Health in Youth in Australia and the United States: A Scoping Review. [PDF]

Epidemiologia (Basel)
Baral A, Hanna F, Chimoriya R, Rana K.
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Fractional Black–Scholes Under Memory Effects: A Sixth-Order Local RBF–FD Scheme with Integrated Multiquadric Kernels

Yuan Li, Mu Zhang, Ruosong Cao, Tao Liu, Xiaoxi Hu, Yakun Li   +5 more
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Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing

Mathematical methods in the applied sciences, 2022
This work deals with the construction and analysis of a high‐order computational scheme for a time‐fractional Black‐Scholes model that governs the European option pricing. The time‐fractional derivative is considered in the sense of Caputo and the L1 − 2
P. Roul
semanticscholar   +1 more source

A Compact Difference Scheme for Mixed‐Type Time‐Fractional Black‐Scholes Equation in European Option Pricing

Mathematical methods in the applied sciences
The time‐fractional Black‐Scholes equation (TFBSE) is an important model in financial markets, widely used for estimating the prices of European options under conditions of memory effects and anomalous diffusion.
Jiawei Wang, Xiaoxuan Jiang, Xuehua Yang, Haixiang Zhang   +3 more
semanticscholar   +1 more source

A compact finite difference scheme for fractional Black-Scholes option pricing model

, 2021
In this paper, we present a numerical technique for solving the time-fractional Black-Scholes (TFBS) equation describing European options. The time-fractional derivative is described by means of Caputo and a compact finite difference method is employed ...
P. Roul, V. P. Goura
semanticscholar   +1 more source