Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131)
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scientific article; zbMATH DE number 5796374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility |
scientific article; zbMATH DE number 5796374 |
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Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (English)
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6 October 2010
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fractional Black-Scholes
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volatility
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AMSE
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foreign exchange option
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