Analysis of Atangana-Baleanu fractional-order SEAIR epidemic model with optimal control. [PDF]
Adv Differ Equ, 2021 Deressa CT, Duressa GF.
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A novel numerical investigation of fiber Bragg gratings with dispersive reflectivity having polynomial law of nonlinearity. [PDF]
Sci RepTariq H +6 more
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Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. [PDF]
Entropy (Basel), 2020 Stojkoski V +4 more
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Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]
Entropy (Basel), 2021 Kazakevičius R +3 more
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Fractional smoothness and applications in Finance [PDF]
This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process.
Stefan Geiss, Emmanuel Gobet
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Entropy (Basel)Nowak P, Gatarek D.
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Asian rainbow option pricing formulas of uncertain stock model. [PDF]
Soft comput, 2021 Gao R, Wu W, Liu J.
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Analyzing Sequential Betting with a Kelly-Inspired Convective-Diffusion Equation. [PDF]
Entropy (Basel)Velegol D, Bishop KJM.
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Soliton wave profiles and dynamical analysis of fractional Ivancevic option pricing model. [PDF]
Sci RepJhangeer A, Faridi WA, Alshehri M.
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Computational analysis of stochastic delay dynamics in maize streak virus. [PDF]
PLoS OneIqbal S +6 more
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