Results 91 to 100 of about 4,828 (174)

On numerical pricing of put-call parities for Asian options driven by new time-fractional Black-Scholes evolution equation

, 2021
Javed Hussain, Shoaib Khan
openalex   +2 more sources

STOCHASTIC BLACK-SCHOLES EQUATION WITH TIME-FRACTIONAL DERIVATIVE ON THE HALF-LINE [PDF]

, 2016
Jorge Sánchez-Ortiz
openalex   +1 more source

Variational quantum evolution equation solver. [PDF]

Sci Rep, 2022
Leong FY, Ewe WB, Koh DE.
europepmc   +1 more source

Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing

, 2022
Min Zhang, Guofeng Zhang
openalex   +2 more sources

Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]

Eur Actuar J, 2023
Dupret JL, Barbarin J, Hainaut D.
europepmc   +1 more source

Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option [PDF]

, 2023
Xingyu An, Qingxia Wang, Fawang Liu, Vo Anh, Ian Turner   +4 more
openalex   +1 more source

Application of water based drilling clay-nanoparticles in heat transfer of fractional Maxwell fluid over an infinite flat surface. [PDF]

Sci Rep, 2021
Asjad MI, Ali R, Iqbal A, Muhammad T, Chu YM.   +4 more
europepmc   +1 more source

Generalised class of Time Fractional Black Scholes equation and numerical analysis

, 2018
Rodrigue Gnitchogna Batogna, Abdon Atangana   +1 more
openalex   +1 more source

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Analysis of Atangana-Baleanu fractional-order SEAIR epidemic model with optimal control. [PDF]

Adv Differ Equ, 2021
Deressa CT, Duressa GF.
europepmc   +1 more source