Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised class of time fractional black Scholes equation and numerical analysis |
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Generalised class of time fractional black Scholes equation and numerical analysis (English)
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20 August 2019
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time fractional Black-Scholes model
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Caputo-Fabrizio fractional derivative
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fractional option pricing
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