Almost sure and moment stability properties of fractional order Black-Scholes model

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Publication:2347308

DOI10.2478/s13540-013-0020-0zbMath1333.60132OpenAlexW1986873957MaRDI QIDQ2347308

Caibin Zeng, Qi-Gui Yang, Yang Quan Chen

Publication date: 27 May 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-013-0020-0




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