Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes (Q6170560)
From MaRDI portal
scientific article; zbMATH DE number 7711811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes |
scientific article; zbMATH DE number 7711811 |
Statements
Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes (English)
0 references
13 July 2023
0 references
European option
0 references
fractional Cox-Ingersoll-Ross model
0 references
splitting method
0 references
0 references
0 references
