On a Black–Scholes American Call Option Model
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10623-3.pdf
Reference38 articles.
1. Almushaira, M., Chen, F., & Liu, F. (2021). Efficient operator splitting and spectral methods for the time-space fractional Black–Scholes equation. Results in Applied Mathematics, 10, 100149.
2. Awasthi, A., & Riyasudheen, T. (2020). An accurate solution for the generalized Black–Scholes equations governing option pricing. AIMS Mathematics, 5(3), 2226–2243.
3. Ballestra, L. V., & Pacelli, G. (2011). A boundary element method to price time-dependent double barrier options. Applied Mathematics and Computation, 218(8), 4192–4210.
4. Ballestra, L. V., & Pacelli, G. (2014). A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate. Applied Numerical Mathematics, 77, 1–15.
5. Black, F. & Scholes, M. (2019). The pricing of options and corporate liabilities. In: World Scientific Reference on Contingent Claims Analysis in Corporate Finance: Volume 1: Foundations of CCA and Equity Valuation, World Scientific, pp. 3–21.
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