The aim of this paper is to show how options with transaction costs under fractional, mixed Brownian-fractional, and subdiffusive fractional Black-Scholes models can be efficiently computed by using the barycentric Jacobi ...

Recent years have seen a growing interest among investors in the new technology of blockchain and cryptocurrencies and some early investors in this new type of digital assets have made significant gains. The heuristic ...

In this work, the solution of Riesz space fractional partial differential equations of parabolic type is considered. Since fractional-in-space operators have been applied to model anomalous diffusion or dispersion problems ...

Evolution equations containing fractional derivatives can provide suitable mathemati- cal models for describing important physical phenomena. In this paper, we propose a fast and accurate method for numerical solutions ...

Evolution equations containing fractional derivatives can provide suitable mathematical models for describing important physical phenomena. In this paper, we propose an accurate method for numerical solutions of ...

Ginzburg-Landau equation has a rich record of success in describing a vast variety of nonlinear phenomena such as liquid crystals, superfluidity, Bose-Einstein condensation and superconductivity to mention a few. Fractional ...

Nonlinear chaotic finance systems are represented by nonlinear ordinary differential equations and play a significant role in micro-and macroeconomics. In general, these systems do not have exact solutions. As a result, ...

The generalized regularized long wave (GRLW) equation is solved numerically by using a distributed approximating functional (DAF) method realized by the regularized Hermite local spectral kernel. Test problems including ...