Pages that link to "Item:Q1619260"

The following pages link to Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260):

Displaying 19 items.

• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Fractional-order model of two-prey one-predator system (Q1993011) (← links)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
• Option pricing under the subordinated market models (Q2073586) (← links)
• Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Transitions between superstatistical regimes: validity, breakdown and applications (Q2148356) (← links)
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
• Concept of dynamic memory in economics (Q2204903) (← links)
• Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• On expansions for the Black-Scholes prices and hedge parameters (Q2320050) (← links)
• DYNAMIC NONLINEAR DIFFERENTIAL INVESTMENT DECISION MODEL FOR SCENIC SPOT SYSTEM WITH UNCERTAINTIES AND EMERGENCIES (Q5070835) (← links)
• Machine Learning of Space-Fractional Differential Equations (Q5230657) (← links)