A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust numerical solution to a time-fractional Black-Scholes equation |
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A robust numerical solution to a time-fractional Black-Scholes equation (English)
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25 August 2022
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option pricing
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time-fractional Black-Scholes equations
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finite difference methods
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convergence and stability analysis
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