Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation |
scientific article |
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Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (English)
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23 October 2020
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econophysics
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option pricing
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path integral
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fractional calculus
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price limit
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