Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158)

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Series representation of the pricing formula for the European option driven by space-time fractional diffusion
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    Series representation of the pricing formula for the European option driven by space-time fractional diffusion (English)
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    13 August 2019
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    space-time fractional diffusion
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    European option pricing
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    Mellin transform
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    multidimensional complex analysis
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