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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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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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        Value: 10.1007/s11075-024-01802-2
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        Text: English
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              Text: Jan2025
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