Pages that link to "Item:Q5193440"

The following pages link to Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440):

Displaying 2 items.

• A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813) (← links)
• DYNAMIC NONLINEAR DIFFERENTIAL INVESTMENT DECISION MODEL FOR SCENIC SPOT SYSTEM WITH UNCERTAINTIES AND EMERGENCIES (Q5070835) (← links)