Fractional Black-Scholes model and technical analysis of stock price

DOI10.1155/2013/631795zbMath1397.91578OpenAlexW2114004236WikidataQ59003453 ScholiaQ59003453MaRDI QIDQ1790043

Yujiao Yang, Song Xu

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/631795

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)

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