Fractional derivatives - Open Access .click

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Pricing derivatives with fractional volatility

International Journal of Financial Engineering, 2016
This paper studies the effect of fractional volatility on path-dependent options, which are highly sensitive to the volatility structure of a targeted underlying asset process. To this end, we propose an approximation formula for average and barrier options when volatility follows a fractional Brownian motion. Furthermore, using the analytical formula,
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Fractional differential equations : an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

, 1999
Igor Podlubny
semanticscholar +1 more source

Fractional sequential mechanics — models with symmetric fractional derivative

Czechoslovak Journal of Physics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Some new edge detecting techniques based on fractional derivatives with non-local and non-singular kernels

Advances in Differential Equations, 2020
B. Ghanbari, A. Atangana
semanticscholar +1 more source

Fractional Chern insulators in magic-angle twisted bilayer graphene

Nature, 2021
Yonglong Xie, Jeong Min Park, Daniel E Parker +2 more
exaly

Signatures of fractional quantum anomalous Hall states in twisted MoTe2

Nature, 2023
, Eric Anderson, Chong Wang
exaly

Thermodynamic evidence of fractional Chern insulator in moiré MoTe2

Nature, 2023
, Patrick Knüppel, Kenji Watanabe
exaly