Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerically pricing double barrier options in a time-fractional Black-Scholes model |
scientific article |
Statements
Numerically pricing double barrier options in a time-fractional Black-Scholes model (English)
0 references
23 August 2018
0 references
fractional differential equation
0 references
numerical scheme
0 references
double barrier option
0 references
Black-Scholes
0 references
convergence
0 references
stability
0 references
