Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776)
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scientific article; zbMATH DE number 6806335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of basket options in subdiffusive fractional Black-Scholes model |
scientific article; zbMATH DE number 6806335 |
Statements
Pricing of basket options in subdiffusive fractional Black-Scholes model (English)
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13 November 2017
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Black-Scholes model
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subdiffusion
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basket options
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stable process
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