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A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model.

Jinfeng ZhouXian-Ming GuJinye ShenYong-Liang ZhaoHu Li
Published in: CoRR (2023)
Keyphrases
  • neural network
  • black scholes model
  • artificial intelligence
  • multi dimensional
  • option pricing