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Uncertain Currency Option Pricing Based on the Fractional Differential Equation in the Caputo Sense
 
 

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Journal: Fractal Fract., 2022
Volume: 6
Number: 409

Article: Convergence Rate of the High-Order Finite Difference Method for Option Pricing in a Markov Regime-Switching Jump-Diffusion Model
Authors: by Jun Liu and Jingzhou Yan
Link: https://www.mdpi.com/2504-3110/6/8/409

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