A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865)
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scientific article; zbMATH DE number 7965185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option |
scientific article; zbMATH DE number 7965185 |
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A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (English)
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10 January 2025
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time-fractional Black-Scholes model
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existence and uniqueness
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theoretical analysis
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stability
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maximum-minimum principle
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option price
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