A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657): Difference between revisions

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Revision as of 18:22, 14 July 2024

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A space-time fractional derivative model for European option pricing with transaction costs in fractal market
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    A space-time fractional derivative model for European option pricing with transaction costs in fractal market (English)
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    24 November 2017
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    fractional differential equation
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    option pricing
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    approximate solution
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    transaction cost
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