Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Fractional virus epidemic model on financial networks
In this study, we present an epidemic model that characterizes the behavior of a financial network of globally operating stock markets. Since the long time series have a global memory effect, we represent our model by using the fractional calculus. This model operates on a network, where vertices are the stock markets and edges are constructed by the correlation distances. Thereafter, we find an analytical solution to commensurate system and use the well-known differential transform method to obtain...
Fundamental solutions to Kolmogorov equations via reduction to canonical form.
Fuzzy real options in brownfield redevelopment evaluation.