A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533): Difference between revisions
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Revision as of 19:12, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of fourth-order Padé schemes for fractional exotic options pricing model |
scientific article |
Statements
A class of fourth-order Padé schemes for fractional exotic options pricing model (English)
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20 April 2022
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fractional option pricing model
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Padé schemes
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4th-order schemes
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exotic option
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