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Publication:3462984
zbMath1340.91145MaRDI QIDQ3462984
Lifei Wu, Xue Zhang, Xiao-zhong Yang
Publication date: 15 January 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityconvergencenumerical experimentexplicit-implicit schemetime-fractional option pricing model
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20)
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