Nonlinear Differential Equations in Preventing Financial Risks

[1] Lu, Z., Yan, H., & Zhu, Y. European option pricing model based on uncertain fractional differential equation. Fuzzy Optimization and Decision Making.,2019; 18(2): 199-217 Search in Google Scholar

[2] Constantinescu, C. D., Ramirez, J. M., & Zhu, W. R. An application of fractional differential equations to risk theory. Finance and Stochastics.,2019; 23(4): 1001-1024 Search in Google Scholar

[3] Balcı, M. A. Fractional interaction of financial agents in a stock market network. Applied Mathematics and Nonlinear Sciences.,2020; 5(1): 317-336 Search in Google Scholar

[4] Gulian, M., Raissi, M., Perdikaris, P., & Karniadakis, G. Machine learning of space-fractional differential equations. SIAM Journal on Scientific Computing.,2019; 41(4): A2485-A2509 Search in Google Scholar

[5] Ishii, H., & Roch, A. Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing. SIAM Journal on Financial Mathematics.,2021; 12(2): 604-640 Search in Google Scholar

[6] Jalali, M. F. M., & Heidari, H. Predicting changes in Bitcoin price using grey system theory. Financial Innovation.,2020; 6(1): 1-12 Search in Google Scholar

[7] Zhang, Y., Gao, J., & Fu, Z. Valuing currency swap contracts in uncertain financial market. Fuzzy Optimization and Decision Making.,2019; 18(1): 15-35 Search in Google Scholar

[8] Liu, X., Sun, H., Zhang, Y., & Fu, Z. A scale-dependent finite difference approximation for time fractional differential equation. Computational Mechanics.,2019; 63(3): 429-442 Search in Google Scholar

[9] Yang, M., Zheng, Z., & Mookerjee, V. Prescribing response strategies to manage customer opinions: A stochastic differential equation approach. Information Systems Research.,2019; 30(2): 351-374 Search in Google Scholar

[10] Berner, J., Grohs, P., & Jentzen, A. Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations. SIAM Journal on Mathematics of Data Science.,2020; 2(3): 631-657 Search in Google Scholar

[11] Balter, A. G., & Pelsser, A. Pricing and hedging in incomplete markets with model uncertainty. European Journal of Operational Research.,2020; 282(3): 911-925 Search in Google Scholar

[12] Sun, Y., Shi, Y., & Zhang, Z. Finance big data: Management, analysis, and applications. International Journal of Electronic Commerce.,2019; 23(1): 9-11 Search in Google Scholar

[13] Liu, S., Borovykh, A., Grzelak, L. A., & Oosterlee, C. W. A neural network-based framework for financial model calibration. Journal of Mathematics in Industry.,2019; 9(1): 1-28 Search in Google Scholar

[14] Shapiro, S. L., Reams, L., & So, K. K. F. Is it worth the price? The role of perceived financial risk, identification, and perceived value in purchasing pay-per-view broadcasts of combat sports. Sport Management Review.,2019; 22(2): 235-246 Search in Google Scholar

[15] Iglesias Martínez, M., Antonino-Daviu, J., de Córdoba, P. & Conejero, J. Higher-Order Spectral Analysis of Stray Flux Signals for Faults Detection in Induction Motors. Applied Mathematics and Nonlinear Sciences.,2020; 5(2): 1-14 Search in Google Scholar

[16] Akkılıc, A., Sulaiman, T. & Bulut, H. Applications of the extended rational sine-cosine and sinh-cosh techniques to some nonlinear complex models arising in mathematical physics. Applied Mathematics and Nonlinear Sciences.,2021; 6(2): 19-30 Search in Google Scholar