Numerical simulation of financial fluctuation period based on non-linear equation of motion
Abstract
Index Terms
- Numerical simulation of financial fluctuation period based on non-linear equation of motion
Recommendations
Numerical solution of the time fractional Black-Scholes model governing European options
When considering the price change of the underlying fractal transmission system, a fractional Black-Scholes(B-S) model with an α -order time fractional derivative is derived. In this paper, we discuss the numerical simulation of this time fractional ...
Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps
We study the influence of credit default swaps (CDS) trading on the costs of bond intermediation. After CDS initiation, CDS firms pay 12% to 28% (8 to 20 basis points) lower underwriting fees than similar non-CDS firms do. Underwriting fees decline more ...
Comments
Please enable JavaScript to view thecomments powered by Disqus.Information & Contributors
Information
Published In
Publisher
Inderscience Publishers
Geneva 15, Switzerland
Publication History
Author Tags
Qualifiers
- Research-article
Contributors
Other Metrics
Bibliometrics & Citations
Bibliometrics
Article Metrics
- 0Total Citations
- 0Total Downloads
- Downloads (Last 12 months)0
- Downloads (Last 6 weeks)0