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Revision as of 06:10, 13 July 2024

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Modeling of financial processes with a space-time fractional diffusion equation of varying order
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    Modeling of financial processes with a space-time fractional diffusion equation of varying order (English)
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    9 January 2017
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    Caputo fractional derivative
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    Riesz-Feller fractional derivative
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    space-time fractional diffusion equation
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    financial modeling
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    option pricing
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