Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:24, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing of a mixed fractional-fractional version of the Black-Scholes model |
scientific article |
Statements
Option pricing of a mixed fractional-fractional version of the Black-Scholes model (English)
0 references
8 March 2005
0 references