Review of the Fractional Black-Scholes Equations and Their Solution Techniques
H Zhang, M Zhang, F Liu, M Shen - Fractal and Fractional, 2024 - mdpi.com
The pioneering work in finance by Black, Scholes and Merton during the 1970s led to the
emergence of the Black-Scholes (BS) equation, which offers a concise and transparent …
emergence of the Black-Scholes (BS) equation, which offers a concise and transparent …
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis
The intensity, hardness, and extent of catastrophic accidents in recent decades have led
insurance companies to seek resources to raise the capital to deal with the caused damage …
insurance companies to seek resources to raise the capital to deal with the caused damage …
A Compact Difference Scheme for Mixed‐Type Time‐Fractional Black‐Scholes Equation in European Option Pricing
J Wang, X Jiang, X Yang… - Mathematical Methods in …, 2025 - Wiley Online Library
ABSTRACT The time‐fractional Black‐Scholes equation (TFBSE) is an important model in
financial markets, widely used for estimating the prices of European options under …
financial markets, widely used for estimating the prices of European options under …
EDITORIAL SPECIAL ISSUE: PART IV-III-II-I SERIES: FRACTALS-FRACTIONAL AI-BASED ANALYSES AND APPLICATIONS TO COMPLEX SYSTEMS
Complex systems, as interwoven miscellaneous interacting entities that emerge and evolve
through self-organization in a myriad of spiraling contexts, exhibit subtleties on global scale …
through self-organization in a myriad of spiraling contexts, exhibit subtleties on global scale …