Title | Citations | PageRank | Year |
---|---|---|---|
Analytically pricing double barrier options based on a time-fractional Black-Scholes equation. | 6 | 0.66 | 2015 |
Stock loan valuation under a stochastic interest rate model | 1 | 0.41 | 2015 |
Pricing Parisian down-and-in options. | 0 | 0.34 | 2015 |