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A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model.
Jinfeng Zhou
Xian-Ming Gu
Jinye Shen
Yong-Liang Zhao
Hu Li
Published in:
CoRR (2023)
Keyphrases
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neural network
black scholes model
artificial intelligence
multi dimensional
option pricing