A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model
Crossref DOI link: https://doi.org/10.1007/s10614-019-09880-4
Published Online: 2019-02-02
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Golbabai, Ahmad http://orcid.org/0000-0003-2047-5081
Nikan, Omid
Text and Data Mining valid from 2019-02-02
Article History
Accepted: 16 January 2019
First Online: 2 February 2019