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Q5461112 - MaRDI portal

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scientific article; zbMATH DE number 2187903
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English
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scientific article; zbMATH DE number 2187903

    Statements

    author
    Ciprian Necula
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    publication date
    21 July 2005
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    zbMATH Keywords
    fractional Black-Scholes market
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    quasi-conditional expectation
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    91G20
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    91B70
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    60H05
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    zbMATH DE Number
    2187903
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