Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046)

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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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