Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1515/fca-2016-0073
+Normal rank
@@ Property / OpenAlex ID @@
+W2566489497
@@ Property / OpenAlex ID: W2566489497 / rank @@
+Normal rank
@@ Property / cites work @@
+Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation
+Normal rank
@@ Property / cites work @@
+Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting multifractal volatility
@@ Property / cites work: Forecasting multifractal volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
+Normal rank
@@ Property / cites work @@
+Pricing Perpetual Fund Protection with Withdrawal Option
+Normal rank
@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Fractional Skellam processes with applications to finance
+Normal rank
@@ Property / cites work @@
+Multifractal diffusion entropy analysis: optimal bin width of probability histograms
+Normal rank
@@ Property / cites work @@
+Q3603819
@@ Property / cites work: Q3603819 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing beyond Black-Scholes based on double-fractional diffusion
+Normal rank
@@ Property / cites work @@
+A New Fractional Calculus Model for the Two-dimensional Anomalous Diffusion and its Analysis
+Normal rank
@@ Property / cites work @@
+Entropy production rate of a one-dimensional alpha-fractional diffusion process
+Normal rank
@@ Property / cites work @@
+Wave-diffusion dualism of the neutral-fractional processes
+Normal rank
@@ Property / cites work @@
+Multi-dimensional fractional wave equation and some properties of its fundamental solution
+Normal rank
@@ Property / cites work @@
+Fractional wave equation and damped waves
@@ Property / cites work: Fractional wave equation and damped waves / rank @@
+Normal rank
@@ Property / cites work @@
+An operational method for solving fractional differential equations with the Caputo derivatives
+Normal rank
@@ Property / cites work @@
+The fundamental solution of the space-time fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738737
@@ Property / cites work: Q2738737 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4250595
@@ Property / cites work: Q4250595 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy statistics in coding and non-coding nucleotide sequences
+Normal rank
@@ Property / cites work @@
+Numerical techniques for the variable-order time fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank