Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366): Difference between revisions

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Property / DOI: 10.1007/s40314-019-0957-7 / rank
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Property / author: Omid Nikan / rank
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Latest revision as of 00:42, 18 December 2024

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Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
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    Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (English)
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    7 October 2019
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    time fractional Black-Scholes model
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    European option
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    radial basis functions
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    collocation methods
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    stability
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    convergence
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