Fredrick Michael

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Black-Scholes like closed form formulas and numerical solutions for American style options
Physica A
2022-05-12Paper
Derivative pricing with non-linear Fokker-Planck dynamics
Physica A
2003-05-21Paper
Financial market dynamics
Physica A
2003-02-19Paper


Research outcomes over time


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