A Second Order Numerical Scheme for Fractional Option Pricing Models (Q5014265): Difference between revisions

@@ Property / DOI @@
-.4208/eajam.020820.121120
@@ Property / DOI: 10.4208/eajam.020820.121120 / rank @@
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+https://doi.org/10.4208/eajam.020820.121120
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@@ Property / OpenAlex ID: W3131548600 / rank @@
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@@ Property / cites work @@
+A Black--Scholes option pricing model with transaction costs
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4331490
@@ Property / cites work: Q4331490 / rank @@
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+The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
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+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
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@@ Property / DOI @@
+.4208/EAJAM.020820.121120
@@ Property / DOI: 10.4208/EAJAM.020820.121120 / rank @@
+Normal rank