Analytically pricing European-style options under the...

Quarterly of Applied Mathematics 2014 / 6 Vol. 72; Iss. 3

Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative

Chen, Wenting, Xu, Xiang, Zhu, Song-ping
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Volume:
72
Language:
english
Journal:
Quarterly of Applied Mathematics
DOI:
10.1090/S0033-569X-2014-01373-2
Date:
June, 2014
File:
PDF, 328 KB
english, 2014
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