Time-Fractional Heston Model - Articles - Scientific Research Publishing

Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6, June 12, 2025

DOI: 10.4236/jamp.2025.136111 75 Downloads 443 Views Citations
Bank of America Stock Price Research (Articles)

Pancheng Qu

Journal of Financial Risk Management Vol.9 No.2, June 24, 2020

DOI: 10.4236/jfrm.2020.92007 755 Downloads 2,372 Views Citations
A New Parallel Difference Method for Solving Time Fractional Black-Scholes Model (Articles)

Xuebin Yang, Lifei Wu, Yu Zhang

Journal of Mathematical Finance Vol.12 No.4, November 3, 2022

DOI: 10.4236/jmf.2022.124036 298 Downloads 1,351 Views Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21003 6,328 Downloads 13,072 Views Citations
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model (Articles)

Xingchi Gu, Xiao Wei

Theoretical Economics Letters Vol.13 No.3, June 30, 2023

DOI: 10.4236/tel.2023.133039 217 Downloads 1,088 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72019 3,127 Downloads 6,737 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3, August 29, 2023

DOI: 10.4236/jmf.2023.133026 377 Downloads 1,782 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 23 Downloads 195 Views Citations
Optimal Investment and Consumption Problem with Stochastic Environments (Articles)

Stanley Jere, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124032 328 Downloads 1,549 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,173 Downloads 5,101 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,080 Downloads 5,723 Views Citations
Convergence and Superconvergence of Fully Discrete Finite Element for Time Fractional Optimal Control Problems (Articles)

Yuelong Tang

American Journal of Computational Mathematics Vol.11 No.1, March 25, 2021

DOI: 10.4236/ajcm.2021.111005 720 Downloads 1,574 Views Citations
Stability of Perfectly Matched Layers for Time Fractional Schrödinger Equation (Articles)

Tingting Zhang, Xiangkun Li

Engineering Vol.15 No.1, January 30, 2023

DOI: 10.4236/eng.2023.151001 193 Downloads 752 Views Citations
Adomian Decomposition Method for Solving Time Fractional Burgers Equation Using Maple (Articles)

Fayza Alwehebi, Aatef Hobiny, Dalal Maturi

Applied Mathematics Vol.14 No.5, May 31, 2023

DOI: 10.4236/am.2023.145020 277 Downloads 1,323 Views Citations
Variational Iteration Method for Solving Time Fractional Burgers Equation Using Maple (Articles)

Fayza Alwehebi, Aatef Hobiny, Dalal Maturi

Applied Mathematics Vol.14 No.5, May 31, 2023

DOI: 10.4236/am.2023.145021 311 Downloads 1,528 Views Citations
Fractional Difference Approximations for Time-Fractional Telegraph Equation (Articles)

Ru Liu

Journal of Applied Mathematics and Physics Vol.6 No.1, January 31, 2018

DOI: 10.4236/jamp.2018.61029 1,136 Downloads 2,597 Views Citations
Alternating Segment Explicit-Implicit and Implicit-Explicit Parallel Difference Method for Time Fractional Sub-Diffusion Equation (Articles)

Lifei Wu, Yadi Zhao, Xiaozhong Yang

Journal of Applied Mathematics and Physics Vol.6 No.5, May 28, 2018

DOI: 10.4236/jamp.2018.65089 1,014 Downloads 2,247 Views Citations
A Class of Semi-Implicit Parallel Difference Method for Time Fractional Diffusion Equations (Articles)

Lifei Wu, Jiake Sun, Xiaozhong Yang

Journal of Applied Mathematics and Physics Vol.8 No.1, January 10, 2020

DOI: 10.4236/jamp.2020.81012 782 Downloads 1,785 Views Citations
Green Function of Generalized Time Fractional Diffusion Equation Using Addition Formula of Mittag-Leffler Function (Articles)

Fang Wang, Jinmeng Zhang

Journal of Applied Mathematics and Physics Vol.10 No.9, September 23, 2022

DOI: 10.4236/jamp.2022.109182 252 Downloads 1,045 Views Citations
A Compact Finite Volume Scheme for the Multi-Term Time Fractional Sub-Diffusion Equation (Articles)

Baojin Su, Yanan Wang, Jingwen Qi, Yousen Li

Journal of Applied Mathematics and Physics Vol.10 No.10, October 27, 2022

DOI: 10.4236/jamp.2022.1010210 194 Downloads 988 Views Citations

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