Pages that link to "Item:Q2318158"

The following pages link to Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158):

Displaying 9 items.

• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• Option pricing under the subordinated market models (Q2073586) (← links)
• Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• On expansions for the Black-Scholes prices and hedge parameters (Q2320050) (← links)
• (Q4585259) (← links)
• Distributed order model of labor migration (Q6061280) (← links)