In this paper we focus on the subdiffusive Black–Scholes (B–S) model. The main part of our
work consists of the finite difference method as a numerical approach to the option pricing in …

Aim The aim of this study was to assess the effect of systemic inflammation associated with
acute epididymo-orchitis on testis steroidogenesis. Materials and methods 30 patients with …

In this paper we continue the research of our recent interest rate tree model called Zero
Black-Derman-Toy (ZBDT) model, which includes the possibility of a jump at each step to a …

Subdiffusion is a well established phenomenon in physics. In this paper we apply the
subdiffusive dynamics to analyze financial markets. We focus on the financial aspect of time …

… and Krzyżanowski, Grzegorz and Kubala, Krystian and Lund, Christian and Martensen,
Berit and Schmidt, Gitte and Sikora, Monika and Smug, Damian … Adnan Balci and …

In financial models one of the basic assumptions about investors is that they want to gain as
much as it is possible but they have aversion taking the risk. Each investing strategy can be …

We propose a modification of the classical Black-Derman-Toy (BDT) interest rate tree model,
which includes the possibility of a jump with small probability at each step to a practically …

In this paper, we focus on the tempered subdiffusive Black–Scholes model. The main part of
our work consists of the finite difference method as a numerical approach to option pricing in …

In this paper, we investigate the relation between Bachelier and Black-Scholes models driven
by the infinitely divisible inverse subordinators. Such models, in contrast to their classical …

Page 1 Wpływ tarczy antyrakietowej na pozycję międzynarodową Polski Konsekwencje
umieszczenia elementów systemu obrony przeciwrakietowej Stanów Zjednoczonych na …