Numerical solution of time-fractional Black-Scholes equation (Q1699377): Difference between revisions

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Latest revision as of 05:55, 15 July 2024

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Numerical solution of time-fractional Black-Scholes equation
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    Numerical solution of time-fractional Black-Scholes equation (English)
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    23 February 2018
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    fractional partial differential equations
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    Black-Scholes equation
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    Jumarie's derivative
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    finite difference scheme
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    stability
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