Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607)
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| Language | Label | Description | Also known as |
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| English | Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options |
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Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (English)
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21 April 2021
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option pricing
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double barrier option
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fractional Black-Scholes equation
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fractional stochastic differential equation
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stability and convergence
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