A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model
Crossref DOI link: https://doi.org/10.1007/s10614-022-10264-4
Published Online: 2022-05-06
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kharrat, Mohamed
Arfaoui, Hassen
Text and Data Mining valid from 2022-05-06
Version of Record valid from 2022-05-06
Article History
Accepted: 29 March 2022
First Online: 6 May 2022
Declarations
:
: This work does not have any conflicts of interest.