Variational quantum evolution equation solver. [PDF]
Sci Rep, 2022 Leong FY, Ewe WB, Koh DE.
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Learning variable-order time fractional diffusion equations using Physics-Informed Neural Networks. [PDF]
PLoS OneRen L, Jin S.
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Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
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Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
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Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
Sci RepSong L, Tan Y, Yu F, Luo Y, Zheng J.
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P A STOCHASTIC BLACK-SCHOLES EQUATION WITH TIME-FRACTIONAL DERIVATIVE ON THE HALF-LINE
, 2016 : We investigate the pricing of options using a modified Black-Scholes equation with a time-fractional derivative and additive white noise on the half-line. We construct the Green function for the initial-boundary value problem adapting the main ideas of
F J Ariza-Hernandez +4 more
core
Physics-informed neural networks with caputo-fabrizio derivatives for nonlinear fractal-fractional delay equations and chaotic systems. [PDF]
Sci RepKhan H +4 more
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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 +4 more
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Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]
Sci RepPandey RK, Nisar KS.
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Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
Rev Deriv Res (Dordr)Aichinger F, Desmettre S.
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