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generalised fractional-black-scholes equation: pricing and hedging álvaro cartea birkbeck college university of london april 2004 outline • lévy processes • fractional…
solving black–scholes equations using fractional generalized homotopy analysis methodsolving black–scholes equations using fractional generalized homotopy analysis
generalised taylor series of fractional order with applications to special functions
hindawi publishing corporation journal of applied mathematics volume 2013 article id 631795 7 pages http:dxdoiorg1011552013631795 research article fractional black-scholes…
numerical methods for fractional black-scholes equations and variational inequalities governing option pricing wen chen this thesis is presented for the degree of doctor…
applied mathematics 2018 9 86-100 http:wwwscirporgjournalam issn online: 2152-7393 issn print: 2152-7385 doi: 104236am201891006 jan 30 2018 86 applied mathematics exact solution…
global journal of pure and applied mathematics. issn 0973-1768 volume 13, number 9 2017, pp. 5851-5869 © research india publications http:www.ripublication.com an analysis…
1 general letters in mathematics vol 1 no 3 dec 2016 pp74-80 e-issn 2519-9277 p-issn 2519-9269 available online at http: wwwrefaadcom european option pricing of fractional…
generalised and fractional langevin equations-implications for energy balance models nick watkins ([email protected]) norklima meeting, tromso, 29th september, 2014 paper in…
limitations of the black-scholes model stochastic volatility models fractional brownian motion models concluding remarks beyond the black-scholes-merton model harry van zanten…
communications on stochastic analysis volume 1 number 3 article 2 12-1-2007 portfolio optimization with consumption in a fractional black-scholes market yalçin sarol frederi…
closed-form solutions of the time-fractional standard black-scholes model for option pricing using he-separation of variable approach s. o. edeki 1*, g. o. akinlabi1, f.…
numerical methods for fractional black-scholes equations and variational inequalities governing option pricing wen chen this thesis is presented for the degree of doctor…
research article finite differencefourier spectral for a time fractional black–scholes model with option pricing juan he1,2 and aiqing zhang 1 1business school, central…
option pricing with fractals: an empirical analysis by oleksii romanko a thesis submitted in partial fulfillment of the requirements for the degree of ma in economic analysis…
game theoretic analysis of incomplete markets: emergence of probabilities nonlinear and fractional black-scholes equations ∗† vassili n kolokoltsov‡ may 27 2011 abstract…
mergedfiledepartment of aerospace engineering course: b.tech department: ase actual date no. of classes content delivery methods 1 27-06-16 introduction to composite materials
a generalised fractional differencing bootstrap for long memory processes g kapetanios f papailias amr taylor working paper no 20184 december 2018 issn 2516-5933 data analytics…
stonehurst, 156 scholes village, scholes, rotherham s61 2rq offers in region of £575,000 a beautiful four bedroom, two bathroom executive style detached home in the heart…
abstract— in this work, we obtain analytical solutions of the time-fractional black-scholes equation for european call option via a proposed relatively new semi-analytic…