Black-Scholes formula in subdiffusive regime (Q841145): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10955-009-9791-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1968898906 / rank | |||
Normal rank |
Revision as of 19:07, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Black-Scholes formula in subdiffusive regime |
scientific article |
Statements
Black-Scholes formula in subdiffusive regime (English)
0 references
14 September 2009
0 references
subdiffusion
0 references
Black-Scholes formula
0 references
fractional Fokker-Planck equation
0 references