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About this Physics and Astronomy article
A computational weighted finite difference method for American and barrier options in subdiffusive Black–Scholes model by Krzyżanowski, Grzegorz ;Magdziarz, Marcin is a Physics and Astronomy article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Physics and Astronomy.
- Author
- Krzyżanowski, Grzegorz ;Magdziarz, Marcin
- Publisher
- Elsevier BV
- Published
- 2021
- Field
- Physics and Astronomy (Physical Sciences)
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