Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366)

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Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
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    Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (English)
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    7 October 2019
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    time fractional Black-Scholes model
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    European option
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    radial basis functions
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    collocation methods
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    stability
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    convergence
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