Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046)
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scientific article; zbMATH DE number 7278821
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| English | Black-Scholes option pricing equations described by the Caputo generalized fractional derivative |
scientific article; zbMATH DE number 7278821 |
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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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0.8688768148422241
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0.8526613116264343
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0.8323253393173218
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0.8268278241157532
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