Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989)
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scientific article; zbMATH DE number 1914425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative pricing with non-linear Fokker-Planck dynamics |
scientific article; zbMATH DE number 1914425 |
Statements
Derivative pricing with non-linear Fokker-Planck dynamics (English)
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21 May 2003
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Black-Scholes formula
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non-extensive statistics
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Ito-Langevin equation
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