A theory of non‐Gaussian option pricing (Q4646812)

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scientific article; zbMATH DE number 7001552
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A theory of non‐Gaussian option pricing
scientific article; zbMATH DE number 7001552

    Statements

    title
    A theory of non‐Gaussian option pricing (English)
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    author
    Lisa Borland
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    publication date
    14 January 2019
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    zbMATH DE Number
    7001552
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    zbMATH Keywords
    non-Gaussian option pricing
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    nonlinear Fokker-Planck equation
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    Black-Scholes differential equation
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    OpenAlex ID
    W3125639255
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    arXiv ID
    cond-mat/0205078
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