Zobrazeno 1 - 1
of 1
pro vyhledávání: '"inverse subordinator process"'
Autor:
Foad Shokrollahi
Publikováno v:
Cogent Mathematics & Statistics, Vol 5, Iss 1 (2018)
A new framework for pricing European currency option is developed in the case where the spot exchange rate follows a subdiffusive fractional Black–Scholes. An analytic formula for pricing European currency call option is proposed by a mean self-fin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::270c2b619c39a82e849e7d53300613f8
https://doi.org/10.1080/25742558.2018.1470145
https://doi.org/10.1080/25742558.2018.1470145
