"A high-order numerical scheme and its analysis for Caputo ..."

Pradip Roul (2025)

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DOI: 10.1007/S11075-024-01802-2

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type: Journal Article

metadata version: 2025-01-16

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Pradip Roul:
A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option. Numer. Algorithms 98(1): 467-502 (2025)

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