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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.

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Bibliographic Details
Title: A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option.
Authors: Roul, Pradip1 (AUTHOR) drpkroul@mth.vnit.ac.in
Source: Numerical Algorithms. Jan2025, Vol. 98 Issue 1, p467-502. 36p.
Database: Mathematics Source
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Description
ISSN:10171398
DOI:10.1007/s11075-024-01802-2