Pricing option with transaction costs under the subdiffusive Black-Scholes model (Q2858522)
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scientific article; zbMATH DE number 6229702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing option with transaction costs under the subdiffusive Black-Scholes model |
scientific article; zbMATH DE number 6229702 |
Statements
19 November 2013
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option pricing
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transaction costs
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subdiffusive dynamics
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Pricing option with transaction costs under the subdiffusive Black-Scholes model (English)
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0.8752387166023254
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0.8329505324363708
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0.8306866884231567
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0.8173450231552124
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0.8096426129341125
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