Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime
Jin-Rong Liang, Jun Wang, Long-Jin Lǔ, Hui Gu, Wei-Yuan Qiu, Fu-Yao RenVolume:
146
Language:
english
Pages:
12
DOI:
10.1007/s10955-011-0396-3
Date:
January, 2012
File:
PDF, 493 KB
english, 2012