A Quantitative Approach to Fractional Option Pricing Problems with Decomposition Series
By Mehmet Yavuz, Necati Özdemir. 2018
52 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/d1aa8d8d86813b63d8615f4e68fe6563464ac9fb
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- Mehmet Yavuz
- Necati Özdemir
- Rajarama Mohan Jena
- Snehashish Chakraverty
- Hadi Rezazadeh
- D. Domiri Ganji
- Mohsen Sheikholeslami
- Z. Z. Ganji
Citations in the corpus
- HYPERBOLIC TYPE SOLUTIONS FOR THE COUPLE BOITI-LEON-PEMPINELLI SYSTEM (2020, methodology): “method [25, 26, 27, 28], modified variational iteration algorithm-II [29, 30, 31], first integral method [32], homogeneous balance method [33], modified Kudryashov technique [34], residual power series approach [35], collocation method [36], extended rational SGEEM [37], sine-Gordon expansion method”
- On the solution of time‐fractional dynamical model of Brusselator reaction‐diffusion system arising in chemical reactions (2020, methodology): “Applying FRDTM to Equation (15) with ICs (Equation (16)) and using the theorems mentioned above, we obtain”
- European Vanilla Option Pricing Model of Fractional Order without Singular Kernel (2018, methodology): “06τ ) , which is the same solution found in [8].”