Work

A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing

Year: 2017

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-017-9734-0

Authors: R. Kalantari, S. Shahmorad

Institution: University of Tabriz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2752025792

FWCI: 3.031

Cites: 28

Cited by: 15

Related to: 10