DYNAMIC NONLINEAR DIFFERENTIAL INVESTMENT DECISION MODEL FOR SCENIC SPOT SYSTEM WITH UNCERTAINTIES AND EMERGENCIES
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Publication:5070835
DOI10.1142/S0218348X22401089zbMath1486.91037OpenAlexW3204862602MaRDI QIDQ5070835
Abdullah Jameel Abualhamayl, Ge Ke, Qi-Jie Jiang, Xin Ying Xu
Publication date: 14 April 2022
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x22401089
Cites Work
- The Pricing of Options and Corporate Liabilities
- Option pricing beyond Black-Scholes based on double-fractional diffusion
- Numerical solution of the time fractional Black-Scholes model governing European options
- On the method of inverse mapping for solutions of coupled systems of nonlinear differential equations arising in nanofluid flow, heat and mass transfer
- Nonlinear sub-diffusion and nonlinear sub-diffusion dispersion equations and their proposed solutions
- RANDOM SHOCK UNCERTAINTY AND INVESTMENT REVERSIBILITY: REAL OPTION FRAMEWORK
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption
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