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scientific article
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scientific article

    Statements

    author
    Jin-Rong Liang
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    Jun Wang
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    Wen-Jun Zhang
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    publication date
    17 June 2010
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    zbMATH Keywords
    option pricing
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    fractional Wiener process
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    formulas for European call option
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    Taylor series of fractional order
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    Identifiers

    Mathematics Subject Classification ID
    35K20
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    35R11
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    35Q91
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    35R60
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    91G20
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    zbMATH DE Number
    5722700
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