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 |
تدمد: | 09277099 15729974 |
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DOI: | 10.1007/s10614-019-09880-4 |