Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility (Q2866791): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility |
scientific article |
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Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility (English)
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16 December 2013
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option pricing
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fractional Black-Scholes model
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time-dependent volatility
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Girsanov theorem
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