Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943)
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scientific article; zbMATH DE number 6923858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerically pricing double barrier options in a time-fractional Black-Scholes model |
scientific article; zbMATH DE number 6923858 |
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Numerically pricing double barrier options in a time-fractional Black-Scholes model (English)
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23 August 2018
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fractional differential equation
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numerical scheme
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double barrier option
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Black-Scholes
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convergence
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stability
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