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PDTM for the solution of a time-fractional barrier option Black-Scholes model
PDTM for the solution of a time-fractional barrier option Black-Scholes model
2021
S.O. Edeki
R. M. Jena
O. P. Ogundile
Snehashish Chakraverty
Keywords:
Applied mathematics
Barrier option
Black–Scholes model
Mathematics
Correction
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