Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by BERNT ØKSENDAL
Optimal Portfolio in a Fractional Black & Scholes Market
Related publications
Diffusion Transformations, Black–Scholes Equation and Optimal Stopping
Annals of Applied Probability
Uncertainty
Statistics
Probability
An Adaptive Moving Mesh Method for a Time-Fractional Black–Scholes Equation
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Closed-Form Solutions of the Time-Fractional Standard Black-Scholes
WSEAS Transactions on Environment and Development
Development
Management
Monitoring
Environmental Science
Disposal
Energy
Waste Management
Environmental Chemistry
Planning
Policy
Ecological Modeling
Law
Environmental Engineering
Geography
A Class of Intrinsic Parallel Difference Methods for Time-Space Fractional Black–Scholes Equation
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method
Abstract and Applied Analysis
Applied Mathematics
Analysis
Numerical Solution of Fractional Black-Scholes Equation by Using the Multivariate Padé Approximation
Acta Physica Polonica A
Astronomy
Physics
European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and Its Derivatives
General Letters in Mathematics
Trading Options Before Black-Scholes: A Study of the Market in Late Seventeenth-Century London1
Economic History Review
Economics
Econometrics
History
Optimal Consumption and Portfolio for an Insider in a Market With Jumps
Communications on Stochastic Analysis
Statistics
Probability