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"Numerically pricing double barrier options in a time-fractional ..."

Rob H. De Staelen, Ahmed S. Hendy (2017)

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DOI: 10.1016/J.CAMWA.2017.06.005

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - journals/cma/StaelenH17
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  - https://dblp.org/rec/journals/cma/StaelenH17
Rob H. De Staelen, Ahmed S. Hendy:
Numerically pricing double barrier options in a time-fractional Black-Scholes model. Comput. Math. Appl. 74(6): 1166-1175 (2017)

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