Pages that link to "Item:Q980221"
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The following pages link to Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221):
Displayed 12 items.
- The effect of magnetic field and initial stress on fractional order generalized thermoelastic half-space (Q355722) (← links)
- Theory of fractional order in electro-thermoelasticity (Q388294) (← links)
- Fractional order theory in thermoelastic solid with three-phase lag heat transfer (Q396128) (← links)
- Theory of fractional order in generalized thermoelectric MHD (Q651693) (← links)
- Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\) (Q979157) (← links)
- Fractional order heat conduction law in magneto-thermoelasticity involving two temperatures (Q1938469) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- Stokes' first problem for a thermoelectric fluid with fractional-order heat transfer (Q2018743) (← links)
- Fractional order two-temperature thermoelasticity with finite wave speed (Q2392845) (← links)
- State-space approach for an infinite medium with a spherical cavity based upon two-temperature generalized thermoelasticity theory and fractional heat conduction (Q2449561) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- One-dimensional problem of a fractional order two-temperature generalized thermo-piezoelasticity (Q2922313) (← links)