A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics
Autor: | Nuugulu, Samuel M, Gideon, Frednard, Patidar, Kailash C |
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Zdroj: | In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena April 2021 145 |
Databáze: | ScienceDirect |
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