A fractional Black-Scholes model with jumps

zbMath1209.91152MaRDI QIDQ928432

A. P. Chaiyasena, Arthit Intarasit, Pairote Sattayatham

Publication date: 18 June 2008

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

Full work available at URL: http://science.sut.ac.th/mathematics/pairote/uploadfiles/baibao7_AJ.PDF

Mathematics Subject Classification ID

Portfolio theory (91G10)

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