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Martin Nitiema

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Open access 2026

NUMERICAL SOLUTION OF THE FRACTIONAL BLACK-SCHOLES MODEL

Fractional-order models are widely used to describe phenomena exhibiting memory effects through fractional-order operators. In financial mathematics, the fractional Black-Scholes model extends the classical model by incorporating the influence of past values on the evolution of option prices. This model thus provides a...

D. Paré, Martin Nitiema, Yameogo Wendlassida Basile · 0 citations

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