An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099): Difference between revisions
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Latest revision as of 06:23, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An accurate European option pricing model under fractional stable process based on Feynman path integral |
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An accurate European option pricing model under fractional stable process based on Feynman path integral (English)
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27 June 2022
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European option pricing
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fractional stable process
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path integral
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path dependent options
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