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. |
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| 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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