Pricing European Double Barrier Option with Moving Barriers Under a Fractional Black–Scholes Model
Crossref DOI link: https://doi.org/10.1007/s00009-022-02104-4
Published Online: 2022-07-06
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rezaei, Maryam
Yazdanian, Ahmadreza
Text and Data Mining valid from 2022-07-06
Version of Record valid from 2022-07-06
Article History
Received: 19 October 2021
Revised: 23 December 2021
Accepted: 25 May 2022
First Online: 6 July 2022