A theory of non‐Gaussian option pricing (Q4646812)
From MaRDI portal
scientific article; zbMATH DE number 7001552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of non‐Gaussian option pricing |
scientific article; zbMATH DE number 7001552 |
Statements
A theory of non‐Gaussian option pricing (English)
0 references
14 January 2019
0 references
non-Gaussian option pricing
0 references
nonlinear Fokker-Planck equation
0 references
Black-Scholes differential equation
0 references
