Results 61 to 70 of about 3,326,697 (175)

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, Muhammad Nawaz Khan, Imtiaz Ahmad, Shao-Wen Yao, Hijaz Ahmad, Phatiphat Thounthong   +5 more
doaj   +1 more source

Revising the Magnitude and Trends of the Global Methane Soil Sink With Process‐Based, Machine‐Learning, and Atmospheric Inversion Modeling Approaches

Journal of Geophysical Research: Biogeosciences, Volume 131, Issue 7, July 2026.
Abstract Methane (CH4) oxidation by microbes is the largest biological sink of global methane, yet its magnitude and long‐term variability remain uncertain. Here, we combined process‐based (PB), machine‐learning (ML), and atmospheric inversion approaches to evaluate the global methane soil sinks and its implication for the atmospheric CH4 budget in ...
Youmi Oh, Licheng Liu, Jaehyun Lee, Lori Bruhwiler, Xin Lan, Sylvia Michel, Sourish Basu, John B. Miller, Qing Zhu, Sparkle Malone, Gavin McNicol, Qianlai Zhuang   +11 more
wiley   +1 more source

Numerical computation of fractional Black–Scholes equation arising in financial market [PDF]

, 2014
The aim of present paper is to present a numerical algorithm for time-fractional Black–Scholes equation with boundary condition for a European option problem by using homotopy perturbation method and homotopy analysis method. The fractional derivative is
Kumar, Sunil, Kumar, Devendra, Singh, Jagdev   +2 more
core   +1 more source

Inscribing Impact: Measurement Practices in the Making of Moral Markets

Journal of Management Studies, Volume 63, Issue 3, Page 1229-1263, May 2026.
Abstract Moral markets, designed to generate positive impact on pressing social and environmental challenges, are transforming traditional market practices by including more than economic considerations in their operations. The importance of these markets continues to grow as investors, regulators, and consumers increasingly put pressure on companies ...
Guillermo Casasnovas, Lisa Hehenberger, Kyriaki Papageorgiou   +2 more
wiley   +1 more source

A class of intrinsic parallel difference methods for time-space fractional Black–Scholes equation

Advances in Difference Equations, 2018
To quickly solve the fractional Black–Scholes (B–S) equation in the option pricing problems, in this paper, we construct pure alternative segment explicit–implicit (PASE-I) and pure alternative segment implicit–explicit (PASI-E) difference schemes for ...
Yue Li, Xiaozhong Yang, Shuzhen Sun
doaj   +1 more source

Block-pulse operational matrix method for solving fractional Black-Scholes equation

, 2017
Purpose The purpose of this paper is to evaluate a European option using the fractional version of the Black-Scholes model. Design/methodology/approach In this paper, the authors employ the block-pulse operational matrix algorithm to approximate the ...
Sabahat Hasanzadeh, Amir Hosein Refahi Sheikhani, Farshid Mehrdoust, Mohammad Mashoof   +3 more
core   +1 more source

Numerical solution of the time fractional Black–Scholes model governing European options [PDF]

, 2016
When considering the price change of the underlying fractal transmission system, a fractional Black–Scholes(B-S) model with an αα-order time fractional derivative is derived.
Turner, I., Yang, Q., Zhang, H., Liu, F.
core   +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

A Novel Fourth-Order Finite Difference Scheme for European Option Pricing in the Time-Fractional Black–Scholes Model

Mathematics
This paper addresses the valuation of European options, which involves the complex and unpredictable dynamics of fractal market fluctuations. These are modeled using the α-order time-fractional Black–Scholes equation, where the Caputo fractional ...
Xin Cai, Yihong Wang
doaj   +1 more source

Soil texture prevails over vegetation change in determining soil organic carbon storage in an African savanna

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, Chandra Man Rai, Sekou Noble‐Kuchera, Mariska te Beest, Siphesihle Mbongwa, Corli Coetsee   +5 more
wiley   +1 more source