A comparison of numerical solutions of fractional diffusion models in finance (Q1036770)
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scientific article; zbMATH DE number 5632773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of numerical solutions of fractional diffusion models in finance |
scientific article; zbMATH DE number 5632773 |
Statements
A comparison of numerical solutions of fractional diffusion models in finance (English)
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13 November 2009
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Lévy process
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fractional equation
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finance
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