| Numerical simulation of a Finite Moment Log Stable model for a European call option | |
| Zhang, H.; Liu, F.; Turner, I.; Chen, S.; Yang, Q. | |
| 刊名 | NUMERICAL ALGORITHMS
 |
| 2017 | |
| 卷号 | 75期号:3页码:569-585 |
| 关键词 | The FMLS model Riemann-Liouville fractional derivative Numerical simulation Fast Fourier transform Bi-conjugrate gradient stabilized method European option |
| DOI | 10.1007/s11075-016-0212-x |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4686676 |
| 专题 | 山东大学 |
| 作者单位 | 1.Fuzhou Univ, Sch Math & Comp Sci, Fuzhou 350108, Peoples R China. 2.Queensland Univ Technol, Sch Math Sci |
| 推荐引用方式 GB/T 7714 | Zhang, H.,Liu, F.,Turner, I.,et al. Numerical simulation of a Finite Moment Log Stable model for a European call option[J]. NUMERICAL ALGORITHMS,2017,75(3):569-585. |
| APA | Zhang, H.,Liu, F.,Turner, I.,Chen, S.,&Yang, Q..(2017).Numerical simulation of a Finite Moment Log Stable model for a European call option.NUMERICAL ALGORITHMS,75(3),569-585. |
| MLA | Zhang, H.,et al."Numerical simulation of a Finite Moment Log Stable model for a European call option".NUMERICAL ALGORITHMS 75.3(2017):569-585. |
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