Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model
type: Item
instance of: scholarly article
title: Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model
zbMATH Open document ID: 1335.91118
published in: Acta Mathematica Vietnamica
publication date: 2015-11-09T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 49J21
Mathematics Subject Classification ID: 70H03
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6506343
zbMATH Keywords: fractional action-like variational approach
zbMATH Keywords: functional with two occurrences of fractional action integrals
zbMATH Keywords: geometric average Asian call option
zbMATH Keywords: optimal change
author: Ahmad Rami El-Nabulsi
MaRDI profile type: Publication
full work available at URL: s40306-014-0079-7
OpenAlex ID: W2003756604
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DOI: 10.1007/S40306-014-0079-7
description: scientific article; zbMATH DE number 6506343