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    Statements

    author
    Xue Zhang
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    Lifei Wu
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    publication date
    15 January 2016
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    zbMATH Keywords
    time-fractional option pricing model
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    explicit-implicit scheme
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    stability
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    convergence
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    numerical experiment
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    91G20
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    zbMATH DE Number
    6531393
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