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  • Nhan đề: The numerical simulation of the tempered fractional Black–Scholes equation for European double barrier option

Tác giả CN Zhang,H.
Nhan đề The numerical simulation of the tempered fractional Black–Scholes equation for European double barrier option
Từ khóa tự do Tempered fractional derivative
Nguồn trích Applied mathematical modelling.2016 Số: 11+12 Tập: 20
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100 |aZhang,H.
245 |aThe numerical simulation of the tempered fractional Black–Scholes equation for European double barrier option
653 |aTempered fractional derivative
773 |tApplied mathematical modelling.|d2016|v20|i11+12
890|c1|a0|b0|d2
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