A possible way of estimating options with stable distributed underlying asset prices (Q4650905)
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scientific article; zbMATH DE number 2135224
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| English | A possible way of estimating options with stable distributed underlying asset prices |
scientific article; zbMATH DE number 2135224 |
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A possible way of estimating options with stable distributed underlying asset prices (English)
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18 February 2005
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Stable distributions, fractional Taylor series, fractional Black-Scholes equation
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0.8085489869117737
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0.8049067854881287
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0.7985597848892212
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