Analytically pricing double barrier options based on a time-fractional Black–Scholes equation

2015/06/01 by Wenting Chen, Xiang Xu, Song-Ping Zhu · 1 citation

paper · doi:10.1016/j.camwa.2015.03.025

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• Modified Cubic B-spline Based Differential Quadrature Methods for Time-fractional Black-Scholes Equation