A theory of non‐Gaussian option pricing (Q4646812): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125639255 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0205078 / rank | |||
Normal rank | |||
Latest revision as of 19:33, 19 April 2024
scientific article; zbMATH DE number 7001552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of non‐Gaussian option pricing |
scientific article; zbMATH DE number 7001552 |
Statements
A theory of non‐Gaussian option pricing (English)
0 references
14 January 2019
0 references
non-Gaussian option pricing
0 references
nonlinear Fokker-Planck equation
0 references
Black-Scholes differential equation
0 references
