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An efficient numerical scheme to approach the time fractional Black-Scholes model using orthogonal gegenbauer polynomials
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Amin, A.
; …
- In:
Computational economics
64
(
2024
)
1
,
pp. 211-224
Persistent link: https://www.econbiz.de/10015078017
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