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A weighted finite difference method for subdiffusive BlackâScholes model
Krzyżanowski, Grzegorz, Magdziarz, Marcin, PÅociniczak, ÅukaszVolume:
80
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2020.04.029
Date:
September, 2020
File:
PDF, 557 KB
2020