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PLoS OneFu J, Fu J.
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A numerical study of the European option by the MLPG method with moving kriging interpolation. [PDF]
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The valuation of currency options by fractional Brownian motion. [PDF]
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A Non-Stochastic Special Model of Risk Based on Radon Transform. [PDF]
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Operational method of solution of linear non-integer ordinary and partial differential equations. [PDF]
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Unveiling the Power of Implicit Six-Point Block Scheme: Advancing numerical approximation of two-dimensional PDEs in physical systems. [PDF]
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