Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191)

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Applications of Hilfer-Prabhakar operator to option pricing financial model
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    Applications of Hilfer-Prabhakar operator to option pricing financial model (English)
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    28 October 2020
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    Hilfer-Prabhakar derivatives
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    Mittag-Leffler functions
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    European pricing model
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    Cauchy problem
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    heat equation
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    fractional diffusion
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