A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785)

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A weighted finite difference method for subdiffusive Black-Scholes model
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    A weighted finite difference method for subdiffusive Black-Scholes model (English)
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    7 September 2020
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    weighted finite difference method
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    subdiffusion
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    time fractional Black-Scholes model
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    European option
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    Caputo fractional derivative
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