Type-3 fuzzy logic and Lyapunov approach for dynamic modeling and analysis of financial markets. [PDF]
HeliyonYan SR, Mohammadzadeh A, Ghaderpour E.
europepmc +1 more source
The valuation of currency options by fractional Brownian motion. [PDF]
Springerplus, 2016 Shokrollahi F, Kılıçman A.
europepmc +1 more source
Instability of Financial Time Series Revealed by Irreversibility Analysis. [PDF]
Entropy (Basel)Fan Y, Yang Y, Wang Z, Gao M.
europepmc +1 more source
Operational method of solution of linear non-integer ordinary and partial differential equations. [PDF]
Springerplus, 2016 Zhukovsky KV.
europepmc +1 more source
SOLUTION OF TIME-FRACTIONAL BLACK–SCHOLES EQUATIONS VIA HOMOTOPY ANALYSIS SUMUDU TRANSFORM METHOD
Hongliang Gao +3 more
openalex +1 more source
Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion. [PDF]
Int Sch Res Notices, 2014 Sun JJ, Zhou S, Zhang Y, Han M, Wang F.
europepmc +1 more source
Unveiling the Power of Implicit Six-Point Block Scheme: Advancing numerical approximation of two-dimensional PDEs in physical systems. [PDF]
PLoS OneOlaoluwa Omole E +5 more
europepmc +1 more source
Heavy-tailed fractional Pearson diffusions. [PDF]
Stoch Process Their Appl, 2017 Leonenko NN +3 more
europepmc +1 more source
A Physics informed neural network approach for solving time fractional Black-Scholes partial differential equations [PDF]
Samuel M. Nuugulu +2 more
openalex +1 more source
Negative reciprocity, not ordered assembly, underlies the interaction of Sox2 and Oct4 on DNA. [PDF]
Elife, 2019 Biddle JW, Nguyen M, Gunawardena J.
europepmc +1 more source