Convergence and Runtime of Crank-Nicolson Schemes for Barrier Option Pricing under Mixed Fractional Brownian Motion

Murwaningtyas, Chatarina Enny (2026) Convergence and Runtime of Crank-Nicolson Schemes for Barrier Option Pricing under Mixed Fractional Brownian Motion. Zero : Jurnal Sains, Matematika, dan Terapan.

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Item Type: Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Teacher Training and Education > Department of Mathematics Education
Depositing User: Maria Yovita Qwartiti
Date Deposited: 15 Sep 2026 04:25
Last Modified: 15 Sep 2026 04:25
URI: http://repository.usd.ac.id/id/eprint/59924

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