Invariant subspace method for fractional Black-Scholes equations [PDF]
openaire +1 more source
Application of water based drilling clay-nanoparticles in heat transfer of fractional Maxwell fluid over an infinite flat surface. [PDF]
Asjad MI +4 more
europepmc +1 more source
Random Neural Networks for Rough Volatility. [PDF]
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]
Song L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc +1 more source
Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]
Pandey RK, Nisar KS.
europepmc +1 more source
Analysis of Atangana-Baleanu fractional-order SEAIR epidemic model with optimal control. [PDF]
Deressa CT, Duressa GF.
europepmc +1 more source
Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. [PDF]
Stojkoski V +4 more
europepmc +1 more source
Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]
Kazakevičius R +3 more
europepmc +1 more source
A Physics Informed Neural Network (PINN) framework for fractional order modeling of Alzheimer's disease. [PDF]
Mehmood A +5 more
europepmc +1 more source
Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
Aichinger F, Desmettre S.
europepmc +1 more source

