Lv, Longjin; Zheng, Changjuan; Wang, Luna Option pricing under the subordinated market models. (English) Zbl 1490.91216 Discrete Dyn. Nat. Soc. 2022, Article ID 6213803, 8 p. (2022). MSC: 91G20 PDFBibTeX XMLCite \textit{L. Lv} et al., Discrete Dyn. Nat. Soc. 2022, Article ID 6213803, 8 p. (2022; Zbl 1490.91216) Full Text: DOI
Shen, Guiping; Manafian, Jalil; Zia, Syed Maqsood; Huy, Dinh Tran Ngoc; Le, Trung-Hieu The new solitary solutions to the time-fractional coupled Jaulent-Miodek equation. (English) Zbl 1486.35366 Discrete Dyn. Nat. Soc. 2021, Article ID 2429334, 27 p. (2021). MSC: 35Q53 35C07 35Q51 35R11 PDFBibTeX XMLCite \textit{G. Shen} et al., Discrete Dyn. Nat. Soc. 2021, Article ID 2429334, 27 p. (2021; Zbl 1486.35366) Full Text: DOI
Fan, Congyin; Chen, Peimin Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process. (English) Zbl 1471.65012 Discrete Dyn. Nat. Soc. 2021, Article ID 8818876, 13 p. (2021). MSC: 65C30 91G60 PDFBibTeX XMLCite \textit{C. Fan} and \textit{P. Chen}, Discrete Dyn. Nat. Soc. 2021, Article ID 8818876, 13 p. (2021; Zbl 1471.65012) Full Text: DOI
Wang, Yuling; Wang, Jing Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion. (English) Zbl 1465.91130 Discrete Dyn. Nat. Soc. 2021, Article ID 6612284, 8 p. (2021). MSC: 91G60 60G22 60H30 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{J. Wang}, Discrete Dyn. Nat. Soc. 2021, Article ID 6612284, 8 p. (2021; Zbl 1465.91130) Full Text: DOI
Lv, Longjin; Wang, Luna Option pricing based on modified advection-dispersion equation: stochastic representation and applications. (English) Zbl 1459.91196 Discrete Dyn. Nat. Soc. 2020, Article ID 7168571, 8 p. (2020). MSC: 91G20 35K10 35R60 60K50 PDFBibTeX XMLCite \textit{L. Lv} and \textit{L. Wang}, Discrete Dyn. Nat. Soc. 2020, Article ID 7168571, 8 p. (2020; Zbl 1459.91196) Full Text: DOI
Chasreechai, Saowaluck; Sitthiwirattham, Thanin Existence results of initial value problems for hybrid fractional sum-difference equations. (English) Zbl 1417.39011 Discrete Dyn. Nat. Soc. 2018, Article ID 5268528, 12 p. (2018). MSC: 39A12 PDFBibTeX XMLCite \textit{S. Chasreechai} and \textit{T. Sitthiwirattham}, Discrete Dyn. Nat. Soc. 2018, Article ID 5268528, 12 p. (2018; Zbl 1417.39011) Full Text: DOI
Li, Qing; Zhou, Yanli; Zhao, Xinquan; Ge, Xiangyu Fractional order stochastic differential equation with application in European option pricing. (English) Zbl 1419.34029 Discrete Dyn. Nat. Soc. 2014, Article ID 621895, 12 p. (2014). MSC: 34A08 91G20 60H10 PDFBibTeX XMLCite \textit{Q. Li} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 621895, 12 p. (2014; Zbl 1419.34029) Full Text: DOI
Pandir, Yusuf; Gurefe, Yusuf; Misirli, Emine The extended trial equation method for some time fractional differential equations. (English) Zbl 1417.35222 Discrete Dyn. Nat. Soc. 2013, Article ID 491359, 13 p. (2013). MSC: 35R11 35C05 35C07 35Q53 PDFBibTeX XMLCite \textit{Y. Pandir} et al., Discrete Dyn. Nat. Soc. 2013, Article ID 491359, 13 p. (2013; Zbl 1417.35222) Full Text: DOI
Hu, Zhenhua; Chen, Wen Modeling of macroeconomics by a novel discrete nonlinear fractional dynamical system. (English) Zbl 1422.91533 Discrete Dyn. Nat. Soc. 2013, Article ID 275134, 9 p. (2013). MSC: 91B64 91B55 34A08 PDFBibTeX XMLCite \textit{Z. Hu} and \textit{W. Chen}, Discrete Dyn. Nat. Soc. 2013, Article ID 275134, 9 p. (2013; Zbl 1422.91533) Full Text: DOI
Wang, Changyou; Zhang, Haiqiang; Wang, Shu Positive solution of a nonlinear fractional differential equation involving Caputo derivative. (English) Zbl 1248.34006 Discrete Dyn. Nat. Soc. 2012, Article ID 425408, 16 p. (2012). MSC: 34A08 PDFBibTeX XMLCite \textit{C. Wang} et al., Discrete Dyn. Nat. Soc. 2012, Article ID 425408, 16 p. (2012; Zbl 1248.34006) Full Text: DOI
Li, Changpin; Qian, Deliang; Chen, Yangquan On Riemann-Liouville and Caputo derivatives. (English) Zbl 1213.26008 Discrete Dyn. Nat. Soc. 2011, Article ID 562494, 15 p. (2011). MSC: 26A33 PDFBibTeX XMLCite \textit{C. Li} et al., Discrete Dyn. Nat. Soc. 2011, Article ID 562494, 15 p. (2011; Zbl 1213.26008) Full Text: DOI EuDML