The effectiveness of a predictor-corrector technique in European currency option valuation
| Year of publication: |
2019
|
|---|---|
| Authors: | Heo, Sangwoo ; Yang, Jinsuk ; Lim, SeungCheol ; Cashel-Cordo, Peter |
| Published in: |
Global Business & Finance Review (GBFR). - Seoul : People & Global Business Association (P&GBA), ISSN 2384-1648. - Vol. 24.2019, 4, p. 1-7
|
| Publisher: |
Seoul : People & Global Business Association (P&GBA) |
| Subject: | European Options | Fractional Black-Scholes model | Predictor-Corrector Technique |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2019.24.4.1 [DOI] 1690064072 [GVK] hdl:10419/224432 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012286688