A computational weighted finite difference method for American and barrier options in subdiffusive Black–Scholes model
Work
Year: 2020
Type: article
Cites: 60
Cited by: 12
Related to: 10
FWCI: 1.741
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder Narodowe Centrum Nauki