A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing
Crossref DOI link: https://doi.org/10.1007/s10614-017-9734-0
Published Online: 2017-09-05
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kalantari, R.
Shahmorad, S.
Text and Data Mining valid from 2017-09-05