A subdiffusive stochastic volatility jump model (Q6166218)
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scientific article; zbMATH DE number 7721484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A subdiffusive stochastic volatility jump model |
scientific article; zbMATH DE number 7721484 |
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A subdiffusive stochastic volatility jump model (English)
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2 August 2023
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illiquidity modeling
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subdiffusion
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fractional Fokker-Planck equations
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stochastic volatility jump model
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option pricing
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