A Novel Fourth-Order Finite Difference Scheme for European Option Pricing in the Time-Fractional Black–Scholes Model

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+	A Tailored Finite Point Method for a Singular Perturbation Problem on an Unbounded Domain	2008	Houde Han Zhongyi Huang R. Bruce Kellogg
+	Finite difference/spectral approximations for the time-fractional diffusion equation	2007	Yumin Lin Chuanju Xu
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