Application of Two-Dimensional Fibonacci Wavelets in Fractional Partial Differential Equations Arising in the Financial Market

Hyperchaotic behaviors, optimal control, and synchronization of a nonautonomous cardiac conduction system

(2021) Dumitru Baleanu et al.   Advances in Difference Equations

On a nonlinear dynamical system with both chaotic and nonchaotic behaviors: a new fractional analysis and control

(2021) Dumitru Baleanu et al.   Advances in Difference Equations

A nonstandard finite difference scheme for the modeling and nonidentical synchronization of a novel fractional chaotic system

(2021) Dumitru Baleanu et al.   Advances in Difference Equations

General Lagrange scaling functions: application in general model of variable order fractional partial differential equations

(2021) Sedigheh Sabermahani et al.   COMPUTATIONAL & APPLIED MATHEMATICS

Two-dimensional Müntz–Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations

(2020) Sedigheh Sabermahani et al.   computational and applied mathematics

A novel numerical scheme for a time fractional Black–Scholes equation

(2020) Mianfu She et al.   Journal of Applied Mathematics and Computing

General Lagrange-hybrid functions and numerical solution of differential equations containing piecewise constant delays with bibliometric analysis

(2020) Sedigheh Sabermahani et al.   APPLIED MATHEMATICS AND COMPUTATION

A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model

(2019) Ahmad Golbabai et al.   Computational Economics

Fibonacci wavelets and their applications for solving two classes of time‐varying delay problems

(2019) Sedigheh Sabermahani et al.   OPTIMAL CONTROL APPLICATIONS & METHODS

Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market

(2019) Ahmad Golbabai et al.   computational and applied mathematics

Müntz-Legendre wavelet operational matrix of fractional-order integration and its applications for solving the fractional pantograph differential equations

(2017) P. Rahimkhani et al.   NUMERICAL ALGORITHMS

Numerical approach based on fractional-order Lagrange polynomials for solving a class of fractional differential equations

(2017) S. Sabermahani et al.   computational and applied mathematics

Numerical solution of the time fractional Black–Scholes model governing European options

(2016) H. Zhang et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

Homotopy Perturbation Method for Fractional Black-Scholes European Option Pricing Equations Using Sumudu Transform

(2013) Asma Ali Elbeleze et al.   MATHEMATICAL PROBLEMS IN ENGINEERING

Numerical solution of a class of two-dimensional nonlinear Volterra integral equations using Legendre polynomials

(2012) S. Nemati et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Preface Recent advances in actuarial and financial mathematics

(2010) Alejandro Balbás et al.   Revista de la Real Academia de Ciencias Exactas Fisicas y Naturales Serie A-Matematicas

Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Application to Merton’s optimal portfolio

(2009) Guy Jumarie   COMPUTERS & MATHEMATICS WITH APPLICATIONS

On k-Fibonacci sequences and polynomials and their derivatives

(2007) Sergio Falcón et al.   CHAOS SOLITONS & FRACTALS

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations

(2007) Guy Jumarie   INSURANCE MATHEMATICS & ECONOMICS