Fractional model and solution for the Black‐Scholes equation (Q4603003)
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scientific article; zbMATH DE number 6836044
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| English | Fractional model and solution for the Black‐Scholes equation |
scientific article; zbMATH DE number 6836044 |
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Fractional model and solution for the Black‐Scholes equation (English)
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8 February 2018
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asset pricing models
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Black-Scholes equation
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fractional derivative
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initial value problem
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mathematical finance
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terminal value problem
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