Stability and Convergence Analysis of a Numerical Method for Solving a $$\zeta$$-Caputo Time Fractional Black–Scholes Model via European Options

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Bibliographic Details
Published in:Computational economics 2024-07
Main Author: Maddouri, Feten
Format: Article
Language:English
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Online Access:Get full text
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ISSN:0927-7099
1572-9974
DOI:10.1007/s10614-024-10678-2