Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate (Q6345730)
From MaRDI portal
scientific article; zbMATH DE number 900436009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate |
scientific article; zbMATH DE number 900436009 |
Statements
23 July 2020
0 references
q-fin.PR
0 references
math.PR
0 references
