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- W4386890233 abstract "In this work, we have studied the time fractional-order derivative of the pricing European options under Heston model. We found some positivity conditions for the solution obtained relative to the numerical methods used. Also, thanks to the properties of the Mittag-Leffler function, we were able to establish a stability result of the solution. Some numerical experiments are carried out to confirm the theoretical results obtained." @default.
- W4386890233 created "2023-09-21" @default.
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- W4386890233 date "2023-01-01" @default.
- W4386890233 modified "2023-09-27" @default.
- W4386890233 title "Stability analysis for pricing options via time fractional Heston model" @default.
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- W4386890233 doi "https://doi.org/10.2298/fil2309685a" @default.
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