Showing 1 - 20 results of 24 for search '"financial mathematics"', query time: 0.05s Refine Results
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    Conditional Lie-Bäcklund Symmetry Reductions and Exact Solutions of a Class of Reaction-Diffusion Equations by Xinyang Wang, Junquan Song

    Published 2018-01-01
    “…The method of conditional Lie-Bäcklund symmetry is applied to solve a class of reaction-diffusion equations ut+uxx+Qxux2+Pxu+Rx=0, which have wide range of applications in physics, engineering, chemistry, biology, and financial mathematics theory. The resulting equations are either solved exactly or reduced to some finite-dimensional dynamical systems. …”
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    Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models by Kaili Xiang, Yindong Zhang, Xiaotong Mao

    Published 2014-01-01
    “…Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. …”
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    Numerical Approximation of Riccati Fractional Differential Equation in the Sense of Caputo-Type Fractional Derivative by Xin Liu, Kamran, Yukun Yao

    Published 2020-01-01
    “…The Riccati differential equation is a well-known nonlinear differential equation and has different applications in engineering and science domains, such as robust stabilization, stochastic realization theory, network synthesis, and optimal control, and in financial mathematics. In this study, we aim to approximate the solution of a fractional Riccati equation of order 0<β<1 with Atangana–Baleanu derivative (ABC). …”
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