On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517)
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scientific article; zbMATH DE number 6654589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA |
scientific article; zbMATH DE number 6654589 |
Statements
18 November 2016
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\(\alpha \)-subordinated Brownian motion
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self-financing delta-hedging strategy
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CAS MATHEMATICA
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option pricing with and without transaction costs modules
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On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (English)
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