Pages that link to "Item:Q1677776"
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The following pages link to Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776):
Displaying 4 items.
- Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
- Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
