Results 71 to 80 of about 228 (169)

Implicit cubic B-spline scheme for the fractional Black-Scholes model with Caputo-Hadamard derivative [PDF]

Journal of Mahani Mathematical Research
In 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

N2 fixation is linked to the ability to encroach in African savanna trees

Functional Ecology, Volume 40, Issue 2, Page 517-533, February 2026.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Encroachment is a globally ubiquitous phenomenon, characterised by increasing indigenous tree densities in savanna and grassland. Encroachment has been attributed to rising atmospheric CO2 concentrations fertilising tree growth and shifting the competitive balance ...
Elizabeth M. Telford, Kimberley Simpson, Lorna Street, Emily Fletcher, Richard Carkeek, Russell B. Dixon, Katie J. Field, Emma Jones, Sarah L. Raubenheimer, Edith Singini, Brad Ripley, Colin P. Osborne, Caroline E. R. Lehmann   +12 more
wiley   +1 more source

A Novel Fourth-Order Finite Difference Scheme for European Option Pricing in the Time-Fractional Black–Scholes Model

Mathematics
This paper addresses the valuation of European options, which involves the complex and unpredictable dynamics of fractal market fluctuations. These are modeled using the α-order time-fractional Black–Scholes equation, where the Caputo fractional ...
Xin Cai, Yihong Wang
doaj   +1 more source

Supply chain risk in grain trading: Inventories as real options for shipping grain

Agribusiness, Volume 42, Issue 1, Page 175-195, Winter 2026.
Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
wiley   +1 more source

Numerical Solution of Fractional Black-Scholes Equation by Using the Multivariate Padé Approximation

Acta Physica Polonica A, 2017
In this study, a new application of multivariate Pade approximation method has been used for solving European vanilla call option pricing problem. Pade polynomials have occurred for the fractional Black-Scholes equation, according to the relations of "smaller than", or "greater than", between stock price and exercise price of the option.
Özdemir, Necati, Yavuz, Mehmet
openaire   +3 more sources

Drivers of Hirola Antelope Diet Selection in Natural and Managed Habitat in Eastern Kenya

Ecology and Evolution, Volume 16, Issue 1, January 2026.
Hirola (Beatragus hunteri) populations in eastern Kenya consumed 17 forage species, favoring the grass Chloris virgata and the forbs Commelina benghalensis and C. diffusa. Nutrient analyses showed that natural habitats offered higher phosphorus, magnesium, and digestibility, whereas managed sites provided more sodium, potassium, and crude protein, with
Abdullahi H. Ali, S. Kivai
wiley   +1 more source

An Efficient Numerical Scheme for a Time-Fractional Black–Scholes Partial Differential Equation Derived from the Fractal Market Hypothesis

Fractal and Fractional
Since 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, Frednard Gideon, Kailash C. Patidar   +2 more
doaj   +1 more source

Radial Basis Function Neural Network With Resilient Backpropagation for Solving Fractional‐Order Chaotic Virotherapy Dynamics

Computational and Mathematical Methods, Volume 2026, Issue 1, 2026.
The purpose of this work is to solve the fractional‐order model of chaotic virotherapy dynamics by executing a neural network scheme. The chaotic virotherapy dynamics is divided into four categories: uninfected tumor cells, infected tumor cells, immune cells, and virus‐free cells.
Zulqurnain Sabir, M. A. Abdelkawy, Muhammad Umar, Soheil Salahshour, Saira Bhatti, Smritijit Sen   +5 more
wiley   +1 more source

Memory‐Dependent Chaotic Dynamics and Stabilization of a Nonlinear Fractional‐Order Financial System With Optimal Control

Journal of Applied Mathematics, Volume 2026, Issue 1, 2026.
This study presents an innovative nonlinear fractional‐order financial model that employs Caputo and Caputo–Fabrizio fractional derivatives to represent the dynamic interactions among interest rates, investment demand, price indices, and income/output. The model is formulated as a system of coupled nonlinear differential equations to encapsulate memory‐
Md. Asraful Islam, Razia Sultana, Payer Ahmed, Huaiqin Wu   +3 more
wiley   +1 more source

An Efficient Numerical Model for the Black–Scholes Equations

Journal of Applied Mathematics, Volume 2026, Issue 1, 2026.
In this paper, a novel numerical model for the Black–Scholes equations is developed. To address some potential issues that may arise when solving this equation using the conventional model, the original Black–Scholes equation is reformulated as a convection–diffusion equation. The Crank–Nicolson scheme is utilized to discretize the diffusion and source
Yan Zhou, Yunxing Zhang, Yufeng Xu
wiley   +1 more source