Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model
DOI10.1007/S40306-014-0079-7zbMATH Open1335.91118OpenAlexW2003756604MaRDI QIDQ890155FDOQ890155
Publication date: 9 November 2015
Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40306-014-0079-7
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Cited In (10)
- Nonlinear wave equation in an inhomogeneous medium from non-standard singular Lagrangians functional with two occurrences of integrals
- Invariance analysis and some new exact analytic solutions of the time-fractional coupled Drinfeld-Sokolov-Wilson equations
- String propagation in space without time through an association between damping and maximal acceleration
- Saigo-Maeda operators involving the Appell function, real spectra from symmetric quantum Hamiltonians and violation of the second law of thermodynamics for quantum damped oscillators
- Two occurrences of fractional actions in nonlinear dynamics
- Time fractional Kupershmidt equation: symmetry analysis and explicit series solution with convergence analysis
- Fractional Tikhonov regularization method in Hilbert scales
- Lie symmetry analysis and exact solution of certain fractional ordinary differential equations
- Space-time fractional nonlinear partial differential equations: symmetry analysis and conservation laws
- Noether symmetries for fractional generalized Birkhoffian systems in terms of classical and combined Caputo derivatives
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