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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

E. Maré

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Open access Oct 2026

Lie Symmetry Methods for Time-Fractional Option Pricing: Similarity Reductions, Mittag–Leffler Propagators, and Rough-Volatility Diagnostics

We formulate a dimensionally consistent time-fractional Black–Scholes model through inverse-stable subordination. A product pricing measure fixes the clock law and operational numeraire, while clock risk remains unspanned. The physical memory intensity is κα=t01-α\documentclass[12pt]{minimal} \usepackage{amsmath} \usep...

B. F. Nteumagné, E. Pindza, E. Maré · 0 citations
Open access Aug 2026

American options under tempered space-fractional diffusion: Riesz scaling, risk-neutral pricing, and exercise boundary analysis

Pure stable log-price models with stability index γ < 2 have no finite positive exponential moment and therefore cannot be used directly as risk-neutral exponential stock models. This paper reformulates the space-fractional American put problem under a symmetric tempered-stable log-price process, whose finite moment...

E. Pindza, B. F. Nteumagné, E. Maré · 0 citations

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