The solutions to a bi-fractional Black-Scholes-Merton differential equation (Q3568034)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The solutions to a bi-fractional Black-Scholes-Merton differential equation |
scientific article; zbMATH DE number 5722700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The solutions to a bi-fractional Black-Scholes-Merton differential equation |
scientific article; zbMATH DE number 5722700 |
Statements
17 June 2010
0 references
option pricing
0 references
fractional Wiener process
0 references
formulas for European call option
0 references
Taylor series of fractional order
0 references
0.8658419847488403
0 references
0.8116186261177063
0 references
0.8087939620018005
0 references
0.8055149912834167
0 references