Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Jian-hong Chen / rank | |||
| Property / author | |||
| Property / author: Wei-Yuan Qiu / rank | |||
Revision as of 22:54, 10 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
