Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative pricing with non-linear Fokker-Planck dynamics |
scientific article |
Statements
Derivative pricing with non-linear Fokker-Planck dynamics (English)
0 references
21 May 2003
0 references
Black-Scholes formula
0 references
non-extensive statistics
0 references
Ito-Langevin equation
0 references
