A Second Order Numerical Scheme for Fractional Option Pricing Models (Q5014265): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.4208/eajam.020820.121120 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3131548600 / rank | |||
Normal rank | |||
Revision as of 19:11, 19 March 2024
scientific article; zbMATH DE number 7437357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Second Order Numerical Scheme for Fractional Option Pricing Models |
scientific article; zbMATH DE number 7437357 |
Statements
A Second Order Numerical Scheme for Fractional Option Pricing Models (English)
0 references
1 December 2021
0 references
Lévy process
0 references
fractional partial differential equation
0 references
option pricing
0 references
finite difference
0 references
stock index option
0 references
