Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate
From MaRDI portal
Publication:6345730
arXiv2007.12228MaRDI QIDQ6345730
Foad Shokrollahi, Marcin Marcin Magdziarz
Publication date: 23 July 2020
This page was built for publication: Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate