Black–Scholes option pricing equations described by the...

Black–Scholes option pricing equations described by the Caputo generalized fractional derivative

Fall, Aliou Niang, Ndiaye, Seydou Nourou, Sene, Ndolane
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Volume:
125
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2019.05.024
Date:
August, 2019
File:
PDF, 3.50 MB
english, 2019
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