A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option

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

Abstract

Abstract is missing.