Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595)

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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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