ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794)
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scientific article; zbMATH DE number 6794579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK |
scientific article; zbMATH DE number 6794579 |
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ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (English)
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20 October 2017
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fractional stochastic equation
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spread option
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Black-Scholes market
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fractional Itô formula
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