Author:
Zhang Meihui,Zheng Xiangcheng
Funder
National Social Science Foundation of China
China Postdoctoral Science Foundation
International Postdoctoral Exchange Fellowship Program
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference47 articles.
1. Adams, R. A., & Fournier, J. J. F. (2003). Sobolev spaces. San Diego: Elsevier.
2. Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81, 637–654.
3. Carr, P., & Wu, L. (2003). The finite moment log stable process and option pricing. Journal of Finance, 2, 597–626.
4. Chen, W., Xu, X., & Zhu, S. (2015a). Analytically pricing double barrier options based on a time-fractional Black–Scholes equation. Computers and Mathematics with Applications, 69, 1407–1419.
5. Chen, W., Xu, X., & Zhu, S. (2015b). A predictor–corrector approach for pricing American options under the finite moment log-stable model. Applied Numerical Mathematics, 97, 15–29.
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献