Results 141 to 150 of about 4,828 (174)

Tikhonov regularization for simultaneous inversion of initial value and source term of a time‐fractional Black‐Scholes equation [PDF]

Hanghang Wu, Hongqi Yang
openalex   +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

Modified Cubic B-spline Based Differential Quadrature Methods for Time-fractional Black-Scholes Equation [PDF]

V Nizamudheen, Riyasudheen TK, Noufal Asharaf, T Shefeeq   +3 more
openalex   +1 more source

A Physics informed neural network approach for solving time fractional Black-Scholes partial differential equations [PDF]

Samuel M. Nuugulu, Kailash C. Patidar, Divine T. Tarla   +2 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

Heavy-tailed fractional Pearson diffusions. [PDF]

Stoch Process Their Appl, 2017
Leonenko NN, Papić I, Sikorskii A, Šuvak N.   +3 more
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 One
Olaoluwa Omole E, Olusheye Adeyefa E, Iyabo Apanpa K, Iyadunni Ayodele V, Emmanuel Amoyedo F, Emadifar H.   +5 more
europepmc   +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

Test for Covid-19 seasonality and the risk of second waves

, 2020
Engelbrecht FA, Scholes RJ.
europepmc   +1 more source

Regularization Method with Two Differential Operators for Simultaneous Inversion of Source Term and Initial Value in a Time-Fractional Black-Scholes Equation

Shuang Yu, Hongqi Yang
openalex   +2 more sources