Pages that link to "Item:Q5014265"
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The following pages link to A Second Order Numerical Scheme for Fractional Option Pricing Models (Q5014265):
Displaying 3 items.
- A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
- 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)
