Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155)
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scientific article; zbMATH DE number 6506343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model |
scientific article; zbMATH DE number 6506343 |
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Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (English)
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9 November 2015
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fractional action-like variational approach
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functional with two occurrences of fractional action integrals
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geometric average Asian call option
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optimal change
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