Results 41 to 50 of about 4,852 (158)
Fractal and Fractional, 2023 In this work, we propose a fast scheme based on higher order discretizations on graded meshes for resolving the temporal-fractional partial differential equation (PDE), which benefits the memory feature of fractional calculus.
Rouhollah Ghabaei +3 more
doaj +1 more source
Global Natural Soil N2O Emissions: An Analysis With a Global Biogeochemistry Model From 1990 to 2023
Global Biogeochemical Cycles, Volume 40, Issue 4, April 2026.Abstract Atmospheric N2O, the dominant ozone‐depleting substance and a potent greenhouse gas, has risen notably over recent decades. Using a process‐based model, we simulated the sensitivity of N2O emissions from undisturbed natural soils to the representation of historical land‐cover change from 1990 to 2023 by factoring the effects of atmospheric ...
Ye Yuan, Qianlai Zhuang
wiley +1 more source
Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model
Fractal and Fractional, 2022 The inverse multiquadric radial basis function (RBF), which is one of the most important functions in the theory of RBFs, is employed on an adaptive mesh of points for pricing a fractional Black–Scholes partial differential equation (PDE) based on the ...
Yanlai Song, Stanford Shateyi
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Numerical Analysis of the Time Fractional Black-Scholes Equation [PDF]
, 2016 时间分数阶Black-Scholes方程在期权定价中有着日益广泛的应用。本文旨在研究该方程的数值解法，构造和分析了两个有效算法。第一个算法结合了时间方向的有限差分和空间方向的谱方法；第二个方法则基于时空Galerkin谱方法。通过引入恰当的Sobolev空间，我们构建了时空变分问题，证明了时空弱问题的适定性。在算法分析方面，我们首先给出两种方法的最优误差估计。然后讨论算法实现技巧，通过选取适当的基函数导出离散问题的线性系统。最后给出一些数值例子验证理论结果。The time fractional ...
刘瑞清
core
Fractional constant elasticity of variance model
, 2006 This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
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Journal of Ecology, Volume 114, Issue 4, April 2026.We compared soil organic carbon (SOC) across six savanna–forest boundaries in South Africa. Surprisingly, savanna and forest soils contained comparable SOC stocks. While vegetation change shifted the carbon source from C4‐grasses to C3‐trees, total carbon storage was driven by local soil texture (clay/silt), proving that increasing tree cover does not ...
Yong Zhou +5 more
wiley +1 more source
Journal of Function Spaces, 2022 The Black-Scholes equation (BSe) is fascinating in the business world for predicting the performance of financial investment valuation systems. The Caputo fractional derivative (CFD) and Caputo-Fabrizio fractional derivative operators are used in this ...
Saima Rashid +3 more
doaj +1 more source
Race‐related research in economics
Economica, Volume 93, Issue 370, Page 403-438, April 2026.Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
Urban and Power Plant NOx Emissions in Sub‐Saharan Africa Inferred From TROPOMI
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 4, 28 February 2026.Abstract Nitrogen oxides (NOx) emissions are increasing rapidly in Sub‐Saharan Africa, affecting local air quality. Outside South Africa, most hotspots are relatively small, posing a challenge for traditional top‐down inversions. We tailor an existing top‐down wind rotation and Gaussian plume fit inversion to suit the relatively small NOx hotspots for ...
Eloise A. Marais +6 more
wiley +1 more source
Analysing time-fractional exotic options via efficient local meshless method
Results in Physics, 2020 In this article, we analyse the numerical simulation of the time-fractional Black-Scholes model governing butterfly spread option, digital option and double barrier option.
Mustafa Inc +5 more
doaj +1 more source