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A compact quadratic spline collocation method for the time-fractional Black-Scholes model.
Zhaowei Tian
Shuying Zhai
Haifeng Ji
Zhifeng Weng
Published in:
J. Appl. Math. Comput. (2021)
Keyphrases
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pairwise
sensitivity analysis
objective function
computational complexity
spline interpolation
data mining
genetic algorithm
artificial intelligence
evolutionary algorithm
long term
fuzzy logic
least squares
co occurrence
utility function