This paper discusses finding solutions to the modified Fractional Black–Scholes equation. As is well known, the options theory is beneficial in the stock market.
Agus Sugandha +3 more
core +1 more source
Learning variable-order time fractional diffusion equations using Physics-Informed Neural Networks. [PDF]
PLoS OneRen L, Jin S.
europepmc +1 more source
Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
europepmc +1 more source
Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network. [PDF]
Sci RepSong L, Tan Y, Yu F, Luo Y, Zheng J.
europepmc +1 more source
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
Physics-informed neural networks with caputo-fabrizio derivatives for nonlinear fractal-fractional delay equations and chaotic systems. [PDF]
Sci RepKhan H +4 more
europepmc +1 more source
Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]
Sci RepPandey RK, Nisar KS.
europepmc +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 +4 more
europepmc +1 more source
A Physics Informed Neural Network (PINN) framework for fractional order modeling of Alzheimer's disease. [PDF]
Front NeuroinformMehmood A +5 more
europepmc +1 more source
Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
Rev Deriv Res (Dordr)Aichinger F, Desmettre S.
europepmc +1 more source