Solution of a COVID-19 model via new generalized Caputo-type fractional derivatives. [PDF]
Chaos Solitons Fractals, 2020 Erturk VS, Kumar P.
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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
core
The numerical solution of fractional differential equations: Speed versus accuracy [PDF]
, 2003 This paper discusses the development of efficient algorithms for a certain fractional differential equation.Manchester Centre for Computational ...
Ford, Neville J., Simpson, A. Charles
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Modeling and analysis of COVID-19 epidemics with treatment in fractional derivatives using real data from Pakistan. [PDF]
Eur Phys J Plus, 2020 Naik PA +4 more
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Type I and Type II Fractional Brownian Motions: a Reconsideration [PDF]
The so-called type I and type II fractional Brownian motions are limit distributions associated with the fractional integration model in which pre-sample shocks are either included in the lag structure, or suppressed. There can be substantial differences
James Davidson, Nigar Hashimzade
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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
core
In this investigation, Hermite-Hadamard-type inequalities are acquired forco-ordinated convex functions using generalized fractional integrals. Theseintegrals include several well-known fractional operators, such as theRiemann-Liouville, Hadamard, and ...
Hezenci, Fatih +2 more
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Analysis of delay differential equations with dual caputo-type fractional derivatives using laplace transform methods. [PDF]
Sci RepBoumaaza M +4 more
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Grüss-type inequalities involving functional bounds via analytic kernel fractional integral. [PDF]
MethodsXNeamah MK +3 more
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A novel grey system model with discrete Riemann-Liouville fractional derivative and its applications. [PDF]
Sci ProgXu Z +5 more
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