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Pricing Vulnerable Options in Fractional Brownian Markets: ..:
Kim, Takwon
;
Park, Jinwan
;
Yoon, Ji-Hun
.
Fractional Calculus and Applied Analysis. 27 (2023) 1 - p. 247-280 , 2023
Link:
https://doi.org/10.1007/s13540-023-00233-5
RT Journal T1 <Title>Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s13540-023-00233-5&Exemplar=1&LAN=DE A1 Kim, Takwon A1 Park, Jinwan A1 Yoon, Ji-Hun A1 Lee, Ki-Ahm PB Springer Science and Business Media LLC YR 2023 SN 1311-0454 SN 1314-2224 JF Fractional Calculus and Applied Analysis VO 27 IS 1 SP 247 OP 280 LK http://dx.doi.org/https://doi.org/10.1007/s13540-023-00233-5 DO https://doi.org/10.1007/s13540-023-00233-5 SF ELIB - SuUB Bremen
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