Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615): Difference between revisions

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+Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation
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+Solutions to a stationary nonlinear Black-Scholes type equation
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+Solution of the fractional Black-Scholes option pricing model by finite difference method
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+W2769948126
@@ Property / OpenAlex ID: W2769948126 / rank @@
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