Finite element method for drifted space fractional tempered diffusion equation
Author:
Funder
NBHM
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s12190-019-01241-6/fulltext.html
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2. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Political Econ. 81(3), 637–654 (1973)
3. Gorenflo, R., et al.: Time fractional diffusion: a discrete random walk approach. Nonlinear Dyn. 29(1–4), 129–143 (2002)
4. Baeumer, B., Meerschaert, M.M.: Tempered stable Lévy motion and transient super-diffusion. J. Comput. Appl. Math. 233(10), 2438–2448 (2010)
5. Cartea, A., del-Castillo-Negrete, D.: Fractional diffusion models of option prices in markets with jumps. Phys. A Stat. Mech. Appl. 374(2), 749–763 (2007)
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