دورية أكاديمية
A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model
| العنوان: | A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model |
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| المؤلفون: | Golbabai, AhmadAff1, Nikan, Omid |
| المصدر: | Computational Economics. 55(1):119-141 |
| قاعدة البيانات: | Springer Nature Journals |
Find this article in full text from Springer Verlag. 
Full Text Finder | تدمد: | 09277099 15729974 |
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| DOI: | 10.1007/s10614-019-09880-4 |