Analytically pricing double barrier options based on a time-fractional Black–Scholes equation
Chen, Wenting, Xu, Xiang, Zhu, Song-PingТом:
69
Мова:
english
Журнал:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2015.03.025
Date:
June, 2015
Файл:
PDF, 487 KB
english, 2015