Fractional Functional with two Occurrences of Integrals and Asymptotic Optimal Change of Drift in the Black-Scholes Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s40306-014-0079-7.pdf
Reference47 articles.
1. Agrawal, O.P., Muslih, S.I., Baleanu, D.: Generalized variational calculus in terms of multi-parameters fractional derivatives. Commun. Nonlinear Sci. Numer. Simul. 16, 4756–4767 (2011)
2. Almeida, R., Torres, D.F.M.: Calculus of variations with fractional derivatives and fractional integrals. Appl. Math. Lett. 22, 1816–1820 (2009)
3. Arnold, V.I.: Mathematical Methods of Classical Mechanics. Springer, New York (1978)
4. Broadie, M., Detemple, J.: Recent advances in numerical methods for pricing derivative securities. In: Rogers, L.C.G., Talay, D. (eds.) Numerical Methods in Finance, pp 43–66, Cambridge University Press (1997)
5. Carinena, J.G., Ranada, M.F., Santander, M.: Lagrangian formalism for nonlinear second-order Riccati systems: one-dimensional integrability and two-dimensional superintegrability. J. Math. Phys. 46, 062703–062721 (2005)
Cited by 19 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. On the fractional perturbation theory and optical transitions in bulk semiconductors: Emergence of negative damping and variable charged mass;Physica B: Condensed Matter;2023-07
2. Casimir effect associated with fractional laplacian and fractal dimensions;Physica E: Low-dimensional Systems and Nanostructures;2023-01
3. The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance;Mathematics;2021-11-02
4. Two occurrences of fractional actions in nonlinear dynamics;International Journal of Nonlinear Sciences and Numerical Simulation;2021-08-12
5. String propagation in space without time through an association between damping and maximal acceleration;Quantum Studies: Mathematics and Foundations;2021-04-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3