Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257)
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scientific article; zbMATH DE number 7102878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs |
scientific article; zbMATH DE number 7102878 |
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Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (English)
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10 September 2019
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subdiffusion process
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currency option
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transaction costs
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inverse subordinator process
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