Pricing of financial derivatives based on the Tsallis statistical theory
DOI10.1016/j.chaos.2020.110463zbMath1496.91093OpenAlexW3109842234MaRDI QIDQ2128263
Qin Yue, Jian Pan, Pan Zhao, Jin-Bo Zhang
Publication date: 21 April 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110463
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Ordinary differential equations and systems with randomness (34F05)
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Cites Work
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