A universal difference method for time-space fractional Black-Scholes equation (Q1796725): Difference between revisions

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Latest revision as of 22:39, 16 July 2024

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A universal difference method for time-space fractional Black-Scholes equation
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    A universal difference method for time-space fractional Black-Scholes equation (English)
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    17 October 2018
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    time-space fractional Black-Scholes equation
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    universal difference method
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    stability
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    convergence
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    numerical experiments
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