The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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