Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561)

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scientific article; zbMATH DE number 7785640
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Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option
scientific article; zbMATH DE number 7785640

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    Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (English)
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    9 January 2024
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    parameter estimation
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    time-fractional Black-Scholes
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    option pricing
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    empirical studies
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