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Solution of the fractional Black‐Scholes option pricing model by finite difference method
L Song, W Wang - Abstract and applied analysis, 2013 - Wiley Online Library
This work deals with the put option pricing problems based on the time‐fractional Black‐
Scholes equation, where the fractional derivative is a so‐called modified Riemann‐Liouville …
Scholes equation, where the fractional derivative is a so‐called modified Riemann‐Liouville …
Fourth-order numerical solutions for a fuzzy time-fractional convection–diffusion equation under Caputo generalized Hukuhara derivative
The fuzzy fractional differential equation explains more complex real-world phenomena than
the fractional differential equation does. Therefore, numerous techniques have been timely …
the fractional differential equation does. Therefore, numerous techniques have been timely …
Numerical solution for fuzzy time-fractional cancer tumor model with a time-dependent net killing rate of cancer cells
Simple Summary One of the most recognized phenomena is the cancer tumor which
uncontrollably grows in human cells and spreads over the other parts of the body. It spreads …
uncontrollably grows in human cells and spreads over the other parts of the body. It spreads …
Numerical study on thermal therapy of triple layer skin tissue using fractional bioheat model
This paper deals with the study of heat transfer and thermal damage in triple layer skin
tissue using fractional bioheat model. Here, we consider three types of heating viz …
tissue using fractional bioheat model. Here, we consider three types of heating viz …
Time-fractional Landau–Khalatnikov model applied to numerical simulation of polarization switching in ferroelectrics
A Maslovskaya, L Moroz - Nonlinear Dynamics, 2023 - Springer
Ferroelectrics are complex structured media that exhibit fractal properties and memory
effects in terms of a number of dynamic characteristics. The most relevant applications of …
effects in terms of a number of dynamic characteristics. The most relevant applications of …
[HTML][HTML] A modified memory-based mathematical model describing fluid flow in porous media
This study presents a modified memory-based mathematical model describing fluid flow in
porous media. For the first time such model is derived employing the Grünwald–Letnikov (G …
porous media. For the first time such model is derived employing the Grünwald–Letnikov (G …
Numerical simulation of fractional bioheat equation in hyperthermia treatment
RS Damor, S Kumar, AK Shukla - Journal of Mechanics in Medicine …, 2014 - World Scientific
This paper deals with the study of fractional bioheat equation for hyperthermia treatment in
cancer therapy with external electromagnetic (EM) heating. Time fractional derivative is …
cancer therapy with external electromagnetic (EM) heating. Time fractional derivative is …
Numerical solutions of fuzzy time fractional advection‐diffusion equations in double parametric form of fuzzy number
H Zureigat, AI Ismail… - Mathematical Methods in …, 2021 - Wiley Online Library
Fractional partial differential equations are a generalization of classical partial differential
equations which can, in certain circumstances, give a better description of certain …
equations which can, in certain circumstances, give a better description of certain …
The maximum principle for time-fractional diffusion equations and its application
H Brunner, H Han, D Yin - Numerical Functional Analysis and …, 2015 - Taylor & Francis
Using an equivalent reformulation of the definition of the Caputo fractional derivative, we
present the stability and convergence analysis for a finite difference scheme that we use to …
present the stability and convergence analysis for a finite difference scheme that we use to …
An in-depth examination of the fuzzy fractional cancer tumor model and its numerical solution by implicit finite difference method
The cancer tumor model serves asa crucial instrument for understanding the behavior of
different cancer tumors. Researchers have employed fractional differential equations to …
different cancer tumors. Researchers have employed fractional differential equations to …