Showing 1 - 3 results of 3 for search '"subdiffusion process"', query time: 1.02s Refine Results
  1. 1
    Algorithms for numerical solving of 2D anomalous diffusion problems
    by Natalia Abrashina-Zhadaeva, Natalie Romanova
    Published 2012-06-01
    Subjects: “...subdiffusion process...”
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    Article
  2. 2
    Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs
    by Foad Shokrollahi
    Published 2018-01-01
    Subjects: “...subdiffusion process...”
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    Article
  3. 3
    Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
    by Zhidong Guo, Xianhong Wang, Yunliang Zhang
    Published 2020-07-01
    Subjects: “...subdiffusive process...”
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    Article
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