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Black-Scholes model under subordination - MaRDI portal

Black-Scholes model under subordination (Q1860811)

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Black-Scholes model under subordination
scientific article

    Statements

    title
    Black-Scholes model under subordination (English)
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    published in
    Physica A
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    publication date
    26 February 2003
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    zbMATH Keywords
    stochastic time evolution
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    stock share price evolution
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    Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B70
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    60J65
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    zbMATH DE Number
    1874722
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    arXiv ID
    1111.3263
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    OpenAlex ID
    W3101795776
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