A new method for option pricing via time-fractional PDE (Q4556420)
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scientific article; zbMATH DE number 6980122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for option pricing via time-fractional PDE |
scientific article; zbMATH DE number 6980122 |
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A new method for option pricing via time-fractional PDE (English)
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16 November 2018
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option pricing
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geometric Brownian motion
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fractional differential equations
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Laplace operator
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