Cite
The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option.
MLA
Aghdam, Y.Esmaeelzade, et al. “The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option.” Computational Economics, vol. 61, no. 2, Feb. 2023, pp. 513–28. EBSCOhost, https://doi.org/10.1007/s10614-021-10216-4.
APA
Aghdam, Y. E., Mesgarani, H., Adl, A., & Farnam, B. (2023). The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option. Computational Economics, 61(2), 513–528. https://doi.org/10.1007/s10614-021-10216-4
Chicago
Aghdam, Y. Esmaeelzade, H. Mesgarani, A. Adl, and B. Farnam. 2023. “The Convergence Investigation of a Numerical Scheme for the Tempered Fractional Black-Scholes Model Arising European Double Barrier Option.” Computational Economics 61 (2): 513–28. doi:10.1007/s10614-021-10216-4.