Black-scholes formula in subdiffusive regime

Journal of Statistical Physics

Volumn 136, Issue 3, 2009, Pages 553-564

  Magdziarz, Marcin ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Black Scholes formula; Fractional Fokker Planck equation; Subdiffusion

Indexed keywords

EID: 70349309658     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-009-9791-4     Document Type: Article

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