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    publication date
    11 December 2015
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    Mathematics Subject Classification ID
    91G20
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    41A60
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    35Q91
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    35R11
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    zbMATH DE Number
    6520214
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    zbMATH Keywords
    European option pricing
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    asymptotic expansion
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    fractional Black-Scholes equation
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    author
    Khosro Sayevand
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