"A second-order ADI method for pricing options under fractional ..."

Ming-Kai Wang, Cheng Wang, Jun-Feng Yin (2023)

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DOI: 10.3934/NHM.2023028

access: closed

type: Journal Article

metadata version: 2023-05-16

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Ming-Kai Wang, Cheng Wang, Jun-Feng Yin:
A second-order ADI method for pricing options under fractional regime-switching models. Networks Heterog. Media 18(2): 647-663 (2023)

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