Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823)
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| Language | Label | Description | Also known as |
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| English | Pricing European double barrier option with moving barriers under a fractional Black-Scholes model |
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Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (English)
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31 August 2022
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fractional Black-Scholes equation
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double barrier options
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time-dependent barrier
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implicit difference scheme
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