In this article, we will discuss the applications of the Spectral element method (SEM) and
Finite element Method (FEM) for fractional calculusThe so-called fractional Spectral element …

Mellin-Barnes (MB) integrals are well-known objects appearing in many branches of
mathematics and physics, ranging from hypergeometric functions theory to quantum field …

In this article, we first provide a survey of the exponential option pricing models and show
that in the framework of the risk-neutral approach, they are governed by the space-fractional …

In this paper, we focus on option pricing models based on time-fractional diffusion with
generalized Hilfer-Prabhakar derivative. It is demonstrated how the option is priced for …

In this paper, we show that the price of an European call option, whose underlying asset
price is driven by the space-time fractional diffusion, can be expressed in terms of rapidly …

Risks | Free Full-Text | Simple Formulas for Pricing and Hedging European Options in the Finite
Moment Log-Stable Model Next Article in Journal Asymptotically Normal Estimators of the …

Purpose Financial mathematics is one of the most rapidly evolving fields in today's banking
and cooperative industries. In the current study, a new fractional differentiation operator with …

This paper aims to study option pricing problem under the subordinated Brownian motion.
Firstly, we prove that the subordinated Brownian motion controlled by the fractional diffusion …

We present and prove a triple sum series formula for the European call option price in a
market model where the underlying asset price is driven by a Variance Gamma process. In …

In contrast to a non-regulated market, a regulated market can be defined as a market
affected by external factors, which cause abnormal behaviors in market prices …