scientific article; zbMATH DE number 2015688
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Publication:4438488
zbMATH Open1058.91045MaRDI QIDQ4438488FDOQ4438488
Authors: Walter Wyss 
Publication date: 9 December 2003
Title of this publication is not available (Why is that?)
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractional derivatives and integrals (26A33) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)
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- Numerical solutions for the three-point boundary value problem of nonlinear fractional differential equations
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- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution
- A non-stationary iterative Tikhonov regularization method for simultaneous inversion in a time-fractional diffusion equation
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
- An approach via fractional analysis to non-linearity induced by coarse-graining in space
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation
- Numerically pricing double barrier options in a time-fractional Black-Scholes model
- An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions
- Fractional Black-Scholes model with regularized Prabhakar derivative
- On the numerical solution of time fractional Black-Scholes equation
- Fractional Green function for linear time-fractional inhomogeneous partial differential equations in fluid mechanics
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