• Media type: E-Article
  • Title: The effectiveness of a predictor-corrector technique in European currency option valuation
  • Contributor: Heo, Sangwoo [Author]; Yang, Jinsuk [Author]; Lim, SeungCheol [Author]; Cashel-Cordo, Peter [Author]
  • imprint: Seoul: People & Global Business Association (P&GBA), 2019
  • Language: English
  • DOI: https://doi.org/10.17549/gbfr.2019.24.4.1
  • ISSN: 2384-1648
  • Keywords: Fractional Black-Scholes model ; European Options ; Predictor-Corrector Technique
  • Origination:
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  • Access State: Open Access
  • Rights information: Attribution - Non Commercial (CC BY-NC) Attribution - Non Commercial (CC BY-NC)