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Physics-informed convolutional transformer for predicting volatility surface
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2024
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Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials
Mathematical Sciences,
2023
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Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions
Computational Economics,
2023
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The modified homotopy perturbation method and its application to the dynamics of price evolution in Caputo-fractional order Black Scholes model
Beni-Suef University Journal of Basic and Applied Sciences,
2023
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Computational Economics,
2022
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A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation
Mathematics,
2022
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Solving fractional Black–Scholes equation by using Boubaker functions
Mathematical Methods in the Applied Sciences,
2021
DOI:10.1002/mma.7270
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Mathematical Sciences,
2021
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On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks
Computational Economics,
2021
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Engineering Financial Performance Evaluation of Wireless Network Based on Intelligent Neural Network Model
Wireless Communications and Mobile Computing,
2021
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Modeling and Approximated Procedure Life Insurance Bond by the Stochastic Mortality and Short Interest Rate
International Journal of Applied and Computational Mathematics,
2021
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Monotone Finite-Difference Schemes With Second Order Approximation Based on Regularization Approach for the Dirichlet Boundary Problem of the Gamma Equation
IEEE Access,
2020
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A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations
Physica A: Statistical Mechanics and its Applications,
2019
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A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
Mathematics,
2019
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