The solutions to a bi-fractional Black-Scholes-Merton differential equation

Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Initial-boundary value problems for second-order parabolic equations (35K20) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

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