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Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhang, Meihui, Liu, Yaxue, Liu, Mengmeng, Qiu, Wenlin, Zheng, Xiangcheng
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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