The numerical simulation of the tempered fractional Black–Scholes equation for European double barrier option

By Hongmei Zhang, Fawang Liu, Ian L Turner, Shanzheng Chen. 2016

85 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/d2c2827205f7388c23adc7bdd481ca83d1a2142a