Pages that link to "Item:Q2127533"

The following pages link to A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533):

Displaying 2 items.

• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)