Results 91 to 100 of about 4,852 (158)

Numerically pricing American and European options using a time fractional Black–Scholes model in financial decision-making

Alexandria Engineering Journal
The time fractional Black–Scholes equation (TFBSE) is designed to evaluate price fluctuations within a correlated fractal transmission system. This model prices American or European put and call options on non-dividend-paying stocks.
Omid Nikan, Jalil Rashidinia, Hossein Jafari   +2 more
doaj   +1 more source

Analytical Study of Soliton Solutions and Modulation Instability Analysis in the M-Truncated Fractional Coupled Ivancevic Option-Pricing Model

Fractal and Fractional
This work investigates the coupled Ivancevic option-pricing model, a nonlinear wave alternative to the Black–Scholes model. By utilizing the recently developed Kumar-Malik method, modified Sardar sub-equation method and the generalized Arnous method, the
Muhammad Bilal, Aljethi Reem Abdullah, Shafqat Ur Rehman, Usman Younas   +3 more
doaj   +1 more source

An optimization method for studying fractional-order tuberculosis disease model via generalized Laguerre polynomials. [PDF]

Soft comput, 2023
Avazzadeh Z, Hassani H, Agarwal P, Mehrabi S, Ebadi MJ, Dahaghin MS.   +5 more
europepmc   +1 more source

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

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

Variational quantum evolution equation solver. [PDF]

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

Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]

Eur Actuar J, 2023
Dupret JL, Barbarin J, Hainaut D.
europepmc   +1 more source

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, Ali R, Iqbal A, Muhammad T, Chu YM.   +4 more
europepmc   +1 more source

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]

Sci Rep
Song L, Tan Y, Yu F, Luo Y, Zheng J.
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