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Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing. (2023). Zheng, Xiangcheng ; Zhang, Meihui.
In: Computational Economics.
RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10295-x.

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  1. An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps. (2025). Chen, Yong ; Li, Liangliang.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10642-0.

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  2. Option Valuation with Conditional Heteroskedastic Hidden Truncation Models. (2024). Belhachemi, Rachid.
    In: Computational Economics.
    RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10480-6.

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