Results 151 to 160 of about 28,474 (179)

Diverse Spatial Expression Patterns Emerge from Unified Kinetics of Transcriptional Bursting. [PDF]

Cell, 2018
Zoller B, Little SC, Gregor T.
europepmc   +1 more source

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

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

Some of the next articles are maybe not open access.

Related searches:

Lie symmetry analysis and exact solutions of time fractional Black–Scholes equation

International Journal of Financial Engineering, 2022
The Black–Scholes equation is an important analytical tool for option pricing in finance. This paper discusses the constructive methods of exact solutions to time fractional Black–Scholes equation.
Jicheng Yu, Yuqiang Feng, Xianjia Wang
semanticscholar   +1 more source

On the numerical solution of time fractional Black-Scholes equation

International Journal of Computational Mathematics, 2021
In this study, we provide a numerical method to approximate the solution of the time fractional Black-Sholes equation by applying the multiquadric (MQ) quasi-interpolation scheme and the integrated radial basis function networks scheme.
M. Sarboland, A. Aminataei
semanticscholar   +1 more source

An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options

Computational Economics, 2022
In this paper a time-fractional Black–Scholes model (TFBSM) is considered to study the price change of the underlying fractal transmission system. We develop and analyze a numerical method to solve the TFBSM governing European options.
Anshima Singh, S. Sushanth Kumar
semanticscholar   +1 more source

Recovery of the time-dependent implied volatility of time fractional Black–Scholes equation using linearization technique

, 2021
This paper tries to examine the recovery of the time-dependent implied volatility coefficient from market prices of options for the time fractional Black–Scholes equation (TFBSM) with double barriers option.
S. Iqbal, Yujie Wei
semanticscholar   +1 more source

Lie symmetry analysis and conservation laws for the time fractional Black–Scholes equation

International Journal of Geometric Methods in Modern Physics (IJGMMP), 2019
In this paper, the Lie symmetry algebra admitted by the time fractional Black–Scholes equation is obtained by using the Lie group method. The constructed symmetry generators are investigated to construct a family of exact solutions and conservation laws ...
Youness Chatibi, E. H. El Kinani, A. Ouhadan   +2 more
semanticscholar   +1 more source