Analytically pricing double barrier options based on a time-fractional Black-Scholes equation.

Wen-Ting Chen Xiang Xu Song-Ping Zhu

Published in: Comput. Math. Appl. (2015)

Keyphrases

option pricing
black scholes
black scholes model
convertible bonds
numerical methods
decision analysis
stock price
differential equations
real option
data mining
image segmentation
financial markets
stock exchange
pricing model