A weighted finite difference method for subdiffusive...

A weighted finite difference method for subdiffusive Black–Scholes model

Krzyżanowski, Grzegorz, Magdziarz, Marcin, Płociniczak, Łukasz
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Volume:
80
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2020.04.029
Date:
September, 2020
File:
PDF, 557 KB
2020
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