Results 61 to 70 of about 3,326,698 (171)
Implicit cubic B-spline scheme for the fractional Black-Scholes model with Caputo-Hadamard derivative [PDF]
Journal of Mahani Mathematical ResearchIn this study, we introduce a novel numerical scheme for solving the Black–Scholes equation endowed with a Caputo-Hadamard fractional time derivative. The temporal derivative is discretized via a finite-difference approach, ensuring both stability and ...
Roya Montazeri
doaj +1 more source
Race‐related research in economics
Economica, Volume 93, Issue 370, Page 403-438, April 2026.Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
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Fractal and FractionalSince the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering.
Samuel M. Nuugulu +2 more
doaj +1 more source
Urban and Power Plant NOx Emissions in Sub‐Saharan Africa Inferred From TROPOMI
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 4, 28 February 2026.Abstract Nitrogen oxides (NOx) emissions are increasing rapidly in Sub‐Saharan Africa, affecting local air quality. Outside South Africa, most hotspots are relatively small, posing a challenge for traditional top‐down inversions. We tailor an existing top‐down wind rotation and Gaussian plume fit inversion to suit the relatively small NOx hotspots for ...
Eloise A. Marais +6 more
wiley +1 more source
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
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RisksFractional Brownian motion has been widely used in financial modeling to capture long-range dependence and persistent behavior in asset dynamics. In the fractional Black–Scholes framework, accurate estimation of the Hurst parameter is essential because ...
Hana H. Sagor +2 more
doaj +1 more source
Multithread Approximation: An OpenMP Constructor
Concurrency and Computation: Practice and Experience, Volume 38, Issue 4, February 2026.ABSTRACT This study introduces an OpenMP construct designed to simplify and unify the integration of approximate computing techniques into shared‐memory parallel programs. Approximate Computing leverages the inherent error tolerance of many applications to trade computational accuracy for gains in performance and energy efficiency.
João Briganti de Oliveira +2 more
wiley +1 more source
A Linear Algorithm for Black Scholes Economic Model [PDF]
The pricing of options is a very important problem encountered in financial domain. The famous Black-Scholes model provides explicit closed form solution for the values of certain (European style) call and put options.
Dumitru FANACHE, Ion SMEUREANU
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Application of Lie symmetries to solving modified Black-Scholes equation
, 2022 We perform Lie symmetry analysis on the modified Black-Scholes model described as a partial differential equation (PDE). As a result, a new complete Lie symmetry group and infinitesimal generators of the one-dimensional modified fractional Black-Scholes ...
Ramoeletsi, Realeboha +2 more
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