Results 111 to 120 of about 28,474 (179)

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

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

Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]

Entropy (Basel), 2021
Kazakevičius R, Kononovicius A, Kaulakys B, Gontis V.   +3 more
europepmc   +1 more source

Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]

Sci Rep
Pandey RK, Nisar KS.
europepmc   +1 more source

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. [PDF]

Entropy (Basel), 2020
Stojkoski V, Sandev T, Basnarkov L, Kocarev L, Metzler R.   +4 more
europepmc   +1 more source

Asian rainbow option pricing formulas of uncertain stock model. [PDF]

Soft comput, 2021
Gao R, Wu W, Liu J.
europepmc   +1 more source

A novel numerical investigation of fiber Bragg gratings with dispersive reflectivity having polynomial law of nonlinearity. [PDF]

Sci Rep
Tariq H, Iftikhar M, Qiao W, Javed F, Pamucar D, Ashebo MA, Shrahili M.   +6 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

Numerical Simulations for Time-Fractional Black-Scholes Equations [PDF]

Neetu Garg, A. S. V. Ravi Kanth
openalex   +2 more sources

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source