Optimal Algebras and Novel Solutions of Time‐Fractional (2 + 1) − D European Call Option Model
In this article, we analyse the time‐fractional (2 + 1) − D Black–Scholes model for European call options by employing Lie symmetry analysis. We derive the infinitesimal transformations and classify the optimal systems. Furthermore, under the geometric Brownian motion, we reduced the given model to ordinary differential equation (ODE) with integer ...
Gimnitz Simon S. +3 more
wiley +1 more source
On the derivatives of generalized Gegenbauer polynomials
Preprint.
Garc?a Fuertes, Wifredo +1 more
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Clifford algebra-valued orthogonal polynomials in the open unit ball of Euclidean space
A new method for constructing Clifford algebra-valued orthogonal polynomials in the open unit ball of Euclidean space is presented. In earlier research, we only dealt with scalar-valued weight functions.
Fred Brackx +2 more
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Certain Constraints for Functions Provided by Touchard Polynomials
Since finding solutions to integral equations is usually challenging analytically, approximate methods are often required, one of which is based on Touchard polynomials. This paper examines the necessary constraints for the functions Ϝετς,Πε,τ,ςℏ, and the integral operator Lετς, defined by Touchard polynomials, to be in the comprehensive subclass ∁η(q3,
Tariq Al-Hawary +3 more
wiley +1 more source
The Gegenbauer polynomials and typically real functions
Let \(T_R\) denote the class of functions \(f\) of the form \(f(z)=z +a_2z^2+ \cdots+ a_nz^n+ \dots\), \(z\in\mathbb{D}: =\{z:|z|0\) for \(z\in\mathbb{D} \setminus (-1,1)\) \textit{W. W. Rogosiński}, Math. Z. 35. 93-121 (1932; Zbl 0003.39303)]. The class \(T_R\) of typically real functions has been extended by \textit{J. Szynal} [Ann. Univ.
K. Kiepiela, I. Naraniecka, Jan Szynal
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On a Class of Integrals Involving a Bessel Function Times Gegenbauer Polynomials
We provide information and explicit formulae for a class of integrals involving Bessel functions and Gegenbauer polynomials. We present a simple proof of an old formula of Gegenbauer.
Stamatis Koumandos
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Bi‐Starlike Function of Complex Order Involving Rabotnov Function Associated With Telephone Numbers
Telephone numbers defined through the recurrence relation Qn=Qn−1+n−1Qn−2 for n ≥ 2, with initial values of Q0=Q1=1. The study of such numbers has led to the establishment of various classes of analytic functions associated with them. In this paper, we establish two new subclasses of bi‐convex and bi‐starlike functions of complex order in the open unit
Sa’ud Al-Sa’di +3 more
wiley +1 more source
An integral formula for L^2-eigenfunctions of a fourth order Bessel-type differential operator
We find an explicit integral formula for the eigenfunctions of a fourth order differential operator against the kernel involving two Bessel functions.
Erdélyi A. +3 more
core +1 more source
Continuous −1$-1$ hypergeometric orthogonal polynomials
Abstract The study of −1$-1$ orthogonal polynomials viewed as q→−1$q\rightarrow -1$ limits of the q$q$‐orthogonal polynomials is pursued. This paper presents the continuous polynomials part of the −1$-1$ analog of the q$q$‐Askey scheme. A compendium of the properties of all the continuous −1$-1$ hypergeometric polynomials and their connections is ...
Jonathan Pelletier +2 more
wiley +1 more source
Certain Relations of Gegenbauer and Modified Gegenbauer Matrix Polynomials by Lie Algebraic Method
The object of the present paper is to derive the generating formulae for the Gegenbauer and modified Gegenbauer matrix polynomials by introducing a partial differential operatorand constructing the Lie algebra representation formalism of special linear ...
Ayman Shehata
doaj

