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  • Search: subject:"Fractional differential equation"
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Year of publication
Subject
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Fractional differential equation 8 Analysis 6 Mathematical analysis 6 Option pricing theory 4 Optionspreistheorie 4 Black-Scholes model 3 Black-Scholes-Modell 3 Risiko 3 Risk 3 Option pricing 2 Option trading 2 Optionsgeschäft 2 Stochastic process 2 Stochastischer Prozess 2 Adams–Moulton 1 American option pricing 1 Anomalous diffusion 1 Anomalous relaxation 1 Approximation 1 Artificial Intelligence 1 Artificial intelligence 1 China's stock market 1 Control with a guide 1 Convergence 1 Convertible bond 1 Decomposition 1 Derivat 1 Derivative 1 Differential game 1 Dynamical systems 1 ELS 1 Elaki transform 1 Exact solution 1 Expected value 1 Extreme value 1 Financial analysis 1 Finanzanalyse 1 Finanzmathematik 1 Finite difference method 1 Fractional derivative 1
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Online availability
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Undetermined 10 Free 2 CC license 1
Type of publication
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Article 11 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7
Language
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English 8 Undetermined 4
Author
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Garrappa, Roberto 2 Ralescu, Dan A. 2 Chan, Leung Lung 1 Das, Asim Kumar 1 Galeone, Luciano 1 Gazi, Kamal Hossain 1 Gomoyunov, Mikhail 1 Islam, Sahidul 1 Jana, Dipak Kumar 1 Kalantari, R. 1 Lu, Ziqiang 1 Mondal, Sankar Prasad 1 Pagnini, Gianni 1 Popolizio, Marina 1 Rahaman, Mostafijur 1 Salahshour, Soheil 1 Saxena, Ram K. 1 Shahmorad, S. 1 Singh, Payal 1 Stanislavsky, Aleksander A. 1 Wang, Weiwei 1 Yan, Hongyan 1 Zhu, Yuanguo 1
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Published in...
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 3 Mathematics and Computers in Simulation (MATCOM) 2 Physica A: Statistical Mechanics and its Applications 2 Computational economics 1 Decision analytics journal 1 Dynamic games and applications : DGA 1 Opsearch : journal of the Operational Research Society of India 1
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Source
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ECONIS (ZBW) 7 RePEc 4 EconStor 1
Showing 1 - 10 of 12
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Application of Fractal Processes and Fractional Derivatives in Finance
Chan, Leung Lung (contributor) - 2024
their variants, including the fuzzy fractional Black–Scholes model, uncertain fractional differential equation, and model …
Persistent link: https://www.econbiz.de/10015324975
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A fuzzy fractional power series approximation and Taylor expansion for solving fuzzy fractional differential equation
Singh, Payal; Gazi, Kamal Hossain; Rahaman, Mostafijur; … - In: Decision analytics journal 10 (2024), pp. 1-16
paper discusses a numerical solution approach for the fuzzy fractional differential equation using power series …
Persistent link: https://www.econbiz.de/10014541871
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Effect of memory on an inventory model for deteriorating item : fractional calculus approach
Jana, Dipak Kumar; Das, Asim Kumar; Islam, Sahidul - In: Opsearch : journal of the Operational Research Society … 61 (2024) 4, pp. 2360-2378
Persistent link: https://www.econbiz.de/10015127361
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Valuation of convertible bond based on uncertain fractional differential equation
Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 513-538
Persistent link: https://www.econbiz.de/10015079802
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Option pricing formulas based on uncertain fractional differential equation
Wang, Weiwei; Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 4, pp. 471-495
Persistent link: https://www.econbiz.de/10012651808
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Solution to a zero-sum differential game with fractional dynamics via approximations
Gomoyunov, Mikhail - In: Dynamic games and applications : DGA 10 (2020) 2, pp. 417-443
Persistent link: https://www.econbiz.de/10012623847
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A stable and convergent finite difference method for fractional black-scholes model of American put option pricing
Kalantari, R.; Shahmorad, S. - In: Computational economics 53 (2019) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10012134618
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European option pricing model based on uncertain fractional differential equation
Lu, Ziqiang; Yan, Hongyan; Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 18 (2019) 2, pp. 199-217
Persistent link: https://www.econbiz.de/10012228556
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Exact solutions of triple-order time-fractional differential equations for anomalous relaxation and diffusion I: The accelerating case
Saxena, Ram K.; Pagnini, Gianni - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 4, pp. 602-613
In recent years the interest around the study of anomalous relaxation and diffusion processes is increased due to their importance in several natural phenomena. Moreover, a further generalization has been developed by introducing time-fractional differentiation of distributed order which ranges...
Persistent link: https://www.econbiz.de/10010873221
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On the use of matrix functions for fractional partial differential equations
Garrappa, Roberto; Popolizio, Marina - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 5, pp. 1045-1056
The main focus of this paper is the solution of some partial differential equations of fractional order. Promising methods based on matrix functions are taken in consideration. The features of different approaches are discussed and compared with results provided by classical convolution...
Persistent link: https://www.econbiz.de/10010749728
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