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scientific article; zbMATH DE number 7266412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7266412 |
Statements
27 October 2020
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2D fractional Black-Scholes model
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Lévy process
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fractional derivative
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numerical simulation
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fast bi-conjugate gradient stabilized method
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