The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Y. Esmaeelzade Aghdam, H. Mesgarani, A. Adl, B. Farnam
| Year of publication: |
2023
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|---|---|
| Authors: | Aghdam, Y. Esmaeelzade ; Mesgarani, H. ; Adl, A. ; Farnam, B. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 2, p. 513-528
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| Subject: | Chebyshev polynomials of the fourth kind | Convergence | Stability | Tempered fractional B-S model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | EU-Staaten | EU countries | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Wirtschaftliche Konvergenz | Economic convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10216-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228450