Option pricing in subdiffusive Bachelier model

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Publication:650194

DOI10.1007/s10955-011-0310-zzbMath1269.82053OpenAlexW2004721233MaRDI QIDQ650194

Sebastian Orzeł, Marcin Magdziarz, Aleksander Weron

Publication date: 25 November 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-011-0310-z




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