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

Rob H. De StaelenAhmed S. Hendy
Published in: Comput. Math. Appl. (2017)
Keyphrases
  • black scholes model
  • option pricing
  • stock price
  • black scholes
  • neural network
  • knowledge discovery
  • computational intelligence
  • decision analysis