Option Pricing in Subdiffusive Bachelier Model

Journal of Statistical Physics 2011 / 10 Vol. 145; Iss. 1

Option Pricing in Subdiffusive Bachelier Model

Marcin Magdziarz, Sebastian Orzeł, Aleksander Weron
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
145
Language:
english
Pages:
17
DOI:
10.1007/s10955-011-0310-z
Date:
October, 2011
File:
PDF, 678 KB
english, 2011
Conversion to is in progress
Conversion to is failed