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Computers & Mathematics with Applications 2017 / 6

Numerically pricing double barrier options in a time-fractional Black–Scholes model

De Staelen, R.H., Hendy, A.S.
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Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2017.06.005
Date:
June, 2017
File:
PDF, 310 KB
english, 2017
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