Black-Scholes formula in subdiffusive regime (Q841145)
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scientific article; zbMATH DE number 5603884
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| English | Black-Scholes formula in subdiffusive regime |
scientific article; zbMATH DE number 5603884 |
Statements
Black-Scholes formula in subdiffusive regime (English)
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14 September 2009
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subdiffusion
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Black-Scholes formula
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fractional Fokker-Planck equation
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0.8938024044036865
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0.8782942891120911
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0.8476520776748657
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0.8329505324363708
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