Results 91 to 100 of about 4,806 (143)

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

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

Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation. [PDF]

Entropy (Basel)
Velegol D, Bishop KJM.
europepmc   +1 more source

Soliton wave profiles and dynamical analysis of fractional Ivancevic option pricing model. [PDF]

Sci Rep
Jhangeer A, Faridi WA, Alshehri M.
europepmc   +1 more source

Computational analysis of stochastic delay dynamics in maize streak virus. [PDF]

PLoS One
Iqbal S, Shahid N, Raza A, Lampart M, Ahmed N, Baleanu D, Taha HH.   +6 more
europepmc   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

COVID-19 and credit risk: A long memory perspective. [PDF]

Insur Math Econ, 2022
Yin J, Han B, Wong HY.
europepmc   +1 more source

Analytical study of one dimensional time fractional Schrödinger problems arising in quantum mechanics. [PDF]

Sci Rep
Nadeem M, Alsayaad Y.
europepmc   +1 more source

Flip bifurcation analysis and mathematical modeling of cholera disease by taking control measures. [PDF]

Sci Rep
Ahmad A, Abbas F, Farman M, Hincal E, Ghaffar A, Akgül A, Hassani MK.   +6 more
europepmc   +1 more source