OPTION PRICING UNDER THE KOBOL MODEL (Q4556429)
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scientific article; zbMATH DE number 6980173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING UNDER THE KOBOL MODEL |
scientific article; zbMATH DE number 6980173 |
Statements
OPTION PRICING UNDER THE KOBOL MODEL (English)
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16 November 2018
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option pricing
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fractional derivative
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KoBol process
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fractional partial differential equation
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pure jump Lévy process
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