“…To mix the advantages of both space and time fractionality, spacetime double-fractional diffusion has been introduced and extensively studied from the theoretical point of view [15,23,28,29,31,32,39]; however, it has only been recently considered in financial modeling [8,14,24,25,26]. It features a more complete structure than the simple composition of the time and space fractional models as it exhibits non trivial phenomena including larges jumps and memory effects, which can not be understood as a simple market time re-parametrization of an α-stable process.…”