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Revision as of 19:41, 5 March 2024

scientific article; zbMATH DE number 7523973
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scientific article; zbMATH DE number 7523973

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    10 May 2022
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    temporal fractional Black-Scholes model
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    Chebyshev polynomials of fourth kind
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    linear interpolation
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    collocation method
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    unconditional stability
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    convergence order
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