Derivation and Application of Some Fractional Black–Scholes Equations Driven by Fractional G-Brownian Motion

Autor:	Changhong Guo, Shaomei Fang, Yong He
Rok vydání:	2022
Předmět:	Economics Econometrics and Finance (miscellaneous) Computer Science Applications
Zdroj:	Computational Economics. 61:1681-1705
ISSN:	1572-9974 0927-7099
DOI:	10.1007/s10614-022-10263-5
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::9ca6df609737ce8b5659d5e28e5a4f80 https://doi.org/10.1007/s10614-022-10263-5 Zobrazit plný text záznamu Full text from SpringerLink