THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION (Q5062435)
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scientific article; zbMATH DE number 7490685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION |
scientific article; zbMATH DE number 7490685 |
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THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION (English)
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15 March 2022
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left and right tempered fractional derivative
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Chebyshev polynomials
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convergence
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stability
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