Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series representation of the pricing formula for the European option driven by space-time fractional diffusion |
scientific article |
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Series representation of the pricing formula for the European option driven by space-time fractional diffusion (English)
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13 August 2019
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space-time fractional diffusion
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European option pricing
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Mellin transform
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multidimensional complex analysis
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