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- W2795163921 abstract "Fractional differential equation has been introduced to the financial theory, which presents new ideas and tools for the theoretical researches and the practical applications. In the work, an approximate semianalytical solution of the time-fractional European option pricing model is derived using the method of combining the enhanced technique of Adomian decomposition method with the finite difference method. And then the result is introduced in China’s financial market. The work makes every effort to test the feasibility of the fractional derivative model in the actual financial market." @default.
- W2795163921 created "2018-04-06" @default.
- W2795163921 creator A5002115839 @default.
- W2795163921 date "2018-01-01" @default.
- W2795163921 modified "2023-10-17" @default.
- W2795163921 title "A Semianalytical Solution of the Fractional Derivative Model and Its Application in Financial Market" @default.
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- W2795163921 doi "https://doi.org/10.1155/2018/1872409" @default.
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