Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260)
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scientific article; zbMATH DE number 6977886
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| default for all languages | No label defined |
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| English | Option pricing beyond Black-Scholes based on double-fractional diffusion |
scientific article; zbMATH DE number 6977886 |
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Option pricing beyond Black-Scholes based on double-fractional diffusion (English)
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13 November 2018
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double-fractional diffusion
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Lévy option pricing
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risk redistribution
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0.8085489869117737
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0.8065890073776245
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0.7991656064987183
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0.7945452928543091
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