Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. [PDF]
Entropy (Basel), 2023 Nowak P, Pawłowski M.
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An optimization method for studying fractional-order tuberculosis disease model via generalized Laguerre polynomials. [PDF]
Soft comput, 2023 Avazzadeh Z +5 more
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Comparative Analysis of the Time-Fractional Black–Scholes Option Pricing Equations (BSOPE) by the Laplace Residual Power Series Method (LRPSM) [PDF]
, 2023 Muhammad Imran Liaqat, Eric Okyere
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An efficient wavelet method for the time‐fractional Black–Scholes equations [PDF]
Boonrod Yuttanan +2 more
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Analytically pricing double barrier options based on a time-fractional Black-Scholes equation
Computers and Mathematics with Applications, 2015 Wenting Chen, Xiang Xu, Song‐Ping Zhu
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Variational quantum evolution equation solver. [PDF]
Sci Rep, 2022 Leong FY, Ewe WB, Koh DE.
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STOCHASTIC BLACK-SCHOLES EQUATION WITH TIME-FRACTIONAL DERIVATIVE ON THE HALF-LINE [PDF]
, 2016 Jorge Sánchez-Ortiz
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Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
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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 +4 more
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