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Chen, Wenting, Xu, Xiang, Zhu, Song-Ping (2015) Analytically pricing double barrier options based on a time-fractional Black–Scholes equation. Computers & Mathematics with Applications, 69. 1407-1419 doi:10.1016/j.camwa.2015.03.025

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Reference TypeJournal (article/letter/editorial)
TitleAnalytically pricing double barrier options based on a time-fractional Black–Scholes equation
JournalComputers & Mathematics with Applications
AuthorsChen, WentingAuthor
Xu, XiangAuthor
Zhu, Song-PingAuthor
Year2015 (June)Volume69
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2015.03.025Search in ResearchGate
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Mindat Ref. ID6576360Long-form Identifiermindat:1:5:6576360:7
GUID0
Full ReferenceChen, Wenting, Xu, Xiang, Zhu, Song-Ping (2015) Analytically pricing double barrier options based on a time-fractional Black–Scholes equation. Computers & Mathematics with Applications, 69. 1407-1419 doi:10.1016/j.camwa.2015.03.025
Plain TextChen, Wenting, Xu, Xiang, Zhu, Song-Ping (2015) Analytically pricing double barrier options based on a time-fractional Black–Scholes equation. Computers & Mathematics with Applications, 69. 1407-1419 doi:10.1016/j.camwa.2015.03.025
In(n.d.) Computers & Mathematics with Applications Vol. 69. Elsevier BV

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