Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black-Scholes option pricing equations described by the Caputo generalized fractional derivative |
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Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (English)
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27 November 2020
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fractional Black-Scholes equation
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European option pricing
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analytical solutions
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