Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives

DOI10.1016/j.physa.2017.08.068zbMath1493.91124arXiv1701.01515OpenAlexW2571695482MaRDI QIDQ2148591

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Publication date: 24 June 2022

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01515

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