A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model.

Name: A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model.
Author: Kharrat, Mohamed

A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model. — المؤلف: Kharrat, Mohamed — Computational economics 2023

المؤلف: Kharrat, Mohamed
النشر: Computational economics 2023
الوصف: 1745-1763 p.