Results 161 to 170 of about 5,049 (220)

The valuation of currency options by fractional Brownian motion. [PDF]

Springerplus, 2016
Shokrollahi F, Kılıçman A.
europepmc   +1 more source

Operational method of solution of linear non-integer ordinary and partial differential equations. [PDF]

Springerplus, 2016
Zhukovsky KV.
europepmc   +1 more source

Type-3 fuzzy logic and Lyapunov approach for dynamic modeling and analysis of financial markets. [PDF]

Heliyon
Yan SR, Mohammadzadeh A, Ghaderpour E.
europepmc   +1 more source

Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion. [PDF]

Int Sch Res Notices, 2014
Sun JJ, Zhou S, Zhang Y, Han M, Wang F.
europepmc   +1 more source

Separable solutions of the Black-Scholes equation with three different time fractional-order derivatives

P. Prakash, K. S. Priyendhu
openalex   +1 more source

Unveiling the Power of Implicit Six-Point Block Scheme: Advancing numerical approximation of two-dimensional PDEs in physical systems. [PDF]

PLoS One
Olaoluwa Omole E, Olusheye Adeyefa E, Iyabo Apanpa K, Iyadunni Ayodele V, Emmanuel Amoyedo F, Emadifar H.   +5 more
europepmc   +1 more source

Heavy-tailed fractional Pearson diffusions. [PDF]

Stoch Process Their Appl, 2017
Leonenko NN, Papić I, Sikorskii A, Šuvak N.   +3 more
europepmc   +1 more source

Effect of relative humidity on the gas transport properties of zeolite A/PTMSP mixed matrix membranes. [PDF]

RSC Adv, 2018
Fernández-Barquín A, Rea R, Venturi D, Giacinti-Baschetti M, De Angelis MG, Casado-Coterillo C, Irabien Á.   +6 more
europepmc   +1 more source

A Novel Hybrid Approach for Obtaining Approximate Series and Exact Solutions to the Caputo Fractional Black-Scholes Equations

Muhammad Imran Liaqat, Dumitru Bǎleanu, Majeed A. Yousif, Thabet Abdeljawad, Pshtiwan Othman Mohammed   +4 more
openalex   +2 more sources

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

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