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Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion. [PDF]
Sun JJ, Zhou S, Zhang Y, Han M, Wang F.
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Heavy-tailed fractional Pearson diffusions. [PDF]
Leonenko NN +3 more
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Unveiling the Power of Implicit Six-Point Block Scheme: Advancing numerical approximation of two-dimensional PDEs in physical systems. [PDF]
Olaoluwa Omole E +5 more
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Effect of relative humidity on the gas transport properties of zeolite A/PTMSP mixed matrix membranes. [PDF]
Fernández-Barquín A +6 more
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Instability of Financial Time Series Revealed by Irreversibility Analysis. [PDF]
Fan Y, Yang Y, Wang Z, Gao M.
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Test for Covid-19 seasonality and the risk of second waves
Engelbrecht FA, Scholes RJ.
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Applied Mathematics Letters, 2022Juan J Nieto
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Physics Letters, Section A: General, Atomic and Solid State Physics, 2011Sheng Zhang, Hong-Qing Zhang
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