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"Fast solution method and simulation for the 2D time-space fractional ..."
Min Zhang, Guo-Feng Zhang (2022)
- Min Zhang, Guo-Feng Zhang:
Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing. Numer. Algorithms 91(4): 1559-1575 (2022)
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