A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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