The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998)

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The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
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    The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (English)
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    29 January 2020
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    tempered fractional derivative
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    fractional Black-Scholes model
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    European double barrier option
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    numerical simulation
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    stability and convergence
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    fast bi-conjugate gradient stabilized method
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