Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: Double barrier options - researchr publication

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M. Rezaei, A. R. Yazdanian, A. Ashrafi, S. M. Mahmoudi. Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: Double barrier options. Computers & Mathematics with Applications, 90:104-111, 2021. [doi]

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