Black-Scholes formula in subdiffusive regime (Q841145): Difference between revisions

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+https://doi.org/10.1007/s10955-009-9791-4
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+W1968898906
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+Can one see \(\alpha\)-stable variables and processes?
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+Stochastic representation of subdiffusion processes with time-dependent drift
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+Black-Scholes model under subordination
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+Publication:841145