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"Numerical pricing based on fractional Black-Scholes equation with ..."

Maryam Rezaei et al. (2021)

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DOI: 10.1016/J.CAMWA.2021.02.021

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/cma/RezaeiYAM21
Maryam Rezaei, Ahmad Reza Yazdanian, Ali Ashrafi, Seyed Mahdi Mahmoudi:
Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: Double barrier options. Comput. Math. Appl. 90: 104-111 (2021)

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