A universal difference method for time-space fractional Black-Scholes equation (Q1796725)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A universal difference method for time-space fractional Black-Scholes equation |
scientific article |
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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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