Fractional black-scholes equation

Results 151 to 160 of about 3,326,698 (171)

Instability of Financial Time Series Revealed by Irreversibility Analysis. [PDF]

Entropy (Basel)
Fan Y, Yang Y, Wang Z, Gao M.
europepmc +1 more source

Test for Covid-19 seasonality and the risk of second waves

, 2020
Engelbrecht FA, Scholes RJ.
europepmc +1 more source

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

Journal of Economic Studies, 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 ...
Farshid Mehrdoust, Amir Hosein Refahi Sheikhani +1 more
exaly +2 more sources

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mathematics
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fractional black–scholes equation

time-fractional black–scholes equation
convergence
finite difference method

mittag-leffler function
fractional derivative

Solving fractional Black–Scholes equation by using Boubaker functions

Mathematical Methods in the Applied Sciences, 2021
Amirahmad Khajehnasiri, Mostafa Safavi
exaly

A space-time spectral method for time-fractional Black-Scholes equation

Applied Numerical Mathematics, 2021
Fawang Liu, Vo Anh, Ian W. Turner
exaly

A New Version of Black–Scholes Equation Presented by Time-Fractional Derivative

Iranian Journal of Science and Technology Transaction A: Science, 2017
G H Erjaee
exaly

Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation

Chaos, Solitons and Fractals, 2020
Sunday Emmanuel Fadugba
exaly