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Physics-informed convolutional transformer for predicting volatility surface
Quantitative Finance,
2024
DOI:10.1080/14697688.2023.2294799
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[2]
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Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials
Mathematical Sciences,
2023
DOI:10.1007/s40096-021-00439-9
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Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions
Computational Economics,
2023
DOI:10.1007/s10614-022-10242-w
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[4]
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The modified homotopy perturbation method and its application to the dynamics of price evolution in Caputo-fractional order Black Scholes model
Beni-Suef University Journal of Basic and Applied Sciences,
2023
DOI:10.1186/s43088-023-00433-1
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[5]
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Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions
Computational Economics,
2022
DOI:10.1007/s10614-022-10242-w
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[6]
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A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation
Mathematics,
2022
DOI:10.3390/math10111846
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[7]
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Solving fractional Black–Scholes equation by using Boubaker functions
Mathematical Methods in the Applied Sciences,
2021
DOI:10.1002/mma.7270
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[8]
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Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials
Mathematical Sciences,
2021
DOI:10.1007/s40096-021-00439-9
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[9]
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On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks
Computational Economics,
2021
DOI:10.1007/s10614-020-10070-w
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[10]
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Engineering Financial Performance Evaluation of Wireless Network Based on Intelligent Neural Network Model
Wireless Communications and Mobile Computing,
2021
DOI:10.1155/2021/4297439
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[11]
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Modeling and Approximated Procedure Life Insurance Bond by the Stochastic Mortality and Short Interest Rate
International Journal of Applied and Computational Mathematics,
2021
DOI:10.1007/s40819-021-01199-9
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[12]
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Monotone Finite-Difference Schemes With Second Order Approximation Based on Regularization Approach for the Dirichlet Boundary Problem of the Gamma Equation
IEEE Access,
2020
DOI:10.1109/ACCESS.2020.2978594
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[13]
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A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations
Physica A: Statistical Mechanics and its Applications,
2019
DOI:10.1016/j.physa.2019.122040
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[14]
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A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
Mathematics,
2019
DOI:10.3390/math7080760
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