Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561)
From MaRDI portal
scientific article; zbMATH DE number 7785640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option |
scientific article; zbMATH DE number 7785640 |
Statements
Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (English)
0 references
9 January 2024
0 references
parameter estimation
0 references
time-fractional Black-Scholes
0 references
option pricing
0 references
empirical studies
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
