A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927)

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scientific article; zbMATH DE number 6740751
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A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation
scientific article; zbMATH DE number 6740751

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    A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (English)
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    7 July 2017
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