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Rahaman, Mostafijur; Mondal, Sankar Prasad; Shaikh, Ali Akbar; Ahmadian, Ali; Senu, Norazak; Salahshour, Soheil Arbitrary-order economic production quantity model with and without deterioration: generalized point of view. (English) Zbl 1487.90041 Adv. Difference Equ. 2020, Paper No. 16, 30 p. (2020). MSC: 90B05 91B38 26A33 34A08 PDFBibTeX XMLCite \textit{M. Rahaman} et al., Adv. Difference Equ. 2020, Paper No. 16, 30 p. (2020; Zbl 1487.90041) Full Text: DOI
Tomovski, Živorad; Dubbeldam, Johan L. A.; Korbel, Jan Applications of Hilfer-Prabhakar operator to option pricing financial model. (English) Zbl 1474.91213 Fract. Calc. Appl. Anal. 23, No. 4, 996-1012 (2020). MSC: 91G20 35Q91 35R11 91G30 PDFBibTeX XMLCite \textit{Ž. Tomovski} et al., Fract. Calc. Appl. Anal. 23, No. 4, 996--1012 (2020; Zbl 1474.91213) Full Text: DOI
Aliahmadi, Hazhir; Tavakoli-Kakhki, Mahsan; Khaloozadeh, Hamid Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation. (English) Zbl 1508.91547 Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105345, 21 p. (2020). MSC: 91G20 91G80 91B80 26A33 PDFBibTeX XMLCite \textit{H. Aliahmadi} et al., Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105345, 21 p. (2020; Zbl 1508.91547) Full Text: DOI
D’Ovidio, Mirko; Vitali, Silvia; Sposini, Vittoria; Sliusarenko, Oleksii; Paradisi, Paolo; Castellani, Gastone; Pagnini, Gianni Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. (English) Zbl 1436.60041 Fract. Calc. Appl. Anal. 21, No. 5, 1420-1435 (2018). MSC: 60G22 65C30 91B70 60J60 34A08 60J70 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Fract. Calc. Appl. Anal. 21, No. 5, 1420--1435 (2018; Zbl 1436.60041) Full Text: DOI arXiv
Aguilar, Jean-Philippe; Coste, Cyril; Korbel, Jan Series representation of the pricing formula for the European option driven by space-time fractional diffusion. (English) Zbl 1422.91675 Fract. Calc. Appl. Anal. 21, No. 4, 981-1004 (2018). MSC: 91G20 26A33 60G22 44A10 PDFBibTeX XMLCite \textit{J.-P. Aguilar} et al., Fract. Calc. Appl. Anal. 21, No. 4, 981--1004 (2018; Zbl 1422.91675) Full Text: DOI arXiv
Korbel, Jan; Luchko, Yuri Modeling of financial processes with a space-time fractional diffusion equation of varying order. (English) Zbl 1354.91178 Fract. Calc. Appl. Anal. 19, No. 6, 1414-1433 (2016). MSC: 91G80 60H30 26A33 60E07 60G22 60J60 91B84 91G20 PDFBibTeX XMLCite \textit{J. Korbel} and \textit{Y. Luchko}, Fract. Calc. Appl. Anal. 19, No. 6, 1414--1433 (2016; Zbl 1354.91178) Full Text: DOI
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