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Option Pricing with Long Memory Stochastic Volatility Models

. Using the tools from stochastic calculus, fractional calculus and Fourier transform, we derive the (approximate) analytical solutions for option;

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Fractional Calculus and Fractional Processes with Applications to Financial Economics

fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as;

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Stochastic Models for Fractional Calculus

divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous;

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Fractional and Multivariable Calculus

real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals;

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Stochastic Calculus and Differential Equations for Physics and Finance

series analysis. Stochastic calculus is developed using general martingales. Scaling and fat tails are presented via diffusive models. Fractional;

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Fractional Equations and Models

systematically offers a wealth of useful tools for fractional calculus.;

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Stochastic Calculus for Fractional Brownian Motion and Applications

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give;

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Stochastic Calculus for Fractional Brownian Motion and Applications

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give;

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Fractional Calculus with Applications for Nuclear Reactor Dynamics

Introduces Novel Applications for Solving Neutron Transport Equations While deemed nonessential in the past, fractional calculus is now;

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Fractional Calculus with Applications for Nuclear Reactor Dynamics

Introduces Novel Applications for Solving Neutron Transport Equations While deemed nonessential in the past, fractional calculus is now;

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Discrete Fractional Calculus

The main subject of the monograph is the fractional calculus in the discrete version. The volume is divided into three main parts. Part one;

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Generalized Fractional Calculus

quantitative fractional Korovkin type approximation of stochastic processes and lays there the foundations of stochastic fractional calculus. The book;

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Generalized Fractional Calculus

quantitative fractional Korovkin type approximation of stochastic processes and lays there the foundations of stochastic fractional calculus. The book;

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General Fractional Derivatives with Applications in Viscoelasticity

General Fractional Derivatives with Applications in Viscoelasticity introduces the newly established fractional-order calculus;

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Fractional Calculus for Hydrology, Soil Science and Geomechanics

This book is an unique integrated treatise, on the concepts of fractional calculus as models with applications in hydrology, soil science;

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Fractional Calculus for Hydrology, Soil Science and Geomechanics

This book is an unique integrated treatise, on the concepts of fractional calculus as models with applications in hydrology, soil science;

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Fractional-order Modeling of Nuclear Reactor: From Subdiffusive Neutron Transport to Control-oriented Models

leading to the fractional-order linear and nonlinear control-oriented models. The book utilizes the mathematical tool of fractional calculus, the;

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Fractional Calculus

Fractional calculus falls under the domain of mathematical analysis. It focuses on the study of the differentiation operator in terms;

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Fractional-Order Control Systems

This book explains the essentials of fractional calculus and demonstrates its application in control system modeling, analysis and design;

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Economic Dynamics with Memory

This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential;

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Fractional Calculus: Theory and Applications

Fractional Calculus deals with differentiation and integration of arbitrary order. The origin of this subject can be traced back to the end;

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Malliavin Calculus in Finance

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus;

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Matrix Methods And Fractional Calculus

. Additionally the material is useful for people who do research work in the areas of special functions, fractional calculus, applications of fractional;

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Numerical Methods for Fractional Calculus

Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference;

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Numerical Methods for Fractional Calculus

Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference;

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General Fractional Derivatives

figure out the modern developments in theoretical and applied science. Features: Give some new results for fractional calculus of constant and;

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Mathematical Methods in Engineering

functional equations, optimization algorithm for traveling salesman problem, fractals, control, fractional calculus models, fractional discretization;

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