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- W4229064061 abstract "Our objective is to solve the time-fractional Vasicek model for European options with a new stabled relaxation method. This new approach is based on the splitting method. Some numerical tests are presented to show the stability and the reliability of our approach with the theory of options." @default.
- W4229064061 created "2022-05-08" @default.
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- W4229064061 date "2022-05-06" @default.
- W4229064061 modified "2023-10-14" @default.
- W4229064061 title "A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model" @default.
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- W4229064061 doi "https://doi.org/10.1007/s10614-022-10264-4" @default.
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