Pricing Options Under Time-Fractional Model Using Adomian Decomposition
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Publication:6165078
DOI10.1007/978-3-031-06632-0_21zbMath1521.91387MaRDI QIDQ6165078
Publication date: 31 July 2023
Published in: Nonlinear Systems and Complexity (Search for Journal in Brave)
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)
Cites Work
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