A different approach to the European option pricing model with new fractional operator
By Mehmet Yavuz, Necati Özdemir. 2018
102 citations recorded by the source corpus.
Subfields: Applied Mathematics, Modeling and Simulation, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/3e7d1c394ecb990e03a05caf40e4a2d5f5c04b66
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In Applied Mathematics
In Modeling and Simulation
In Numerical Analysis
Citations in the corpus
- A Novel Homotopy Perturbation Method with Applications to Nonlinear Fractional Order KdV and Burger Equation with Exponential-Decay Kernel (2021, background): “[2–4], economics and finance [5, 6], science and engineering [7, 8], and mathematical modeling and mechanics [9–11].”
- European Vanilla Option Pricing Model of Fractional Order without Singular Kernel (2018, background): “25, we observe that the option is overpriced [38].”
- Stability Analysis and Numerical Computation of the Fractional Predator–Prey Model with the Harvesting Rate (2020, background): “Because of effective properties, fractional order calculus has found wide applications to model dynamics processes in many well-known fields, such as biology [6–11], physics [12–16], finance and economics [17,18], science and engineering [19,20], mechanics and mathematical modeling [21,22].”