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Option pricing beyond Black–Scholes based on double-fractio..:
Kleinert, H.
;
Korbel, J.
Physica A: Statistical Mechanics and its Applications. 449 (2016) - p. 200-214 , 2016
Link:
https://doi.org/10.1016/j.physa.2015.12.125
RT Journal T1 <Title>Option pricing beyond Black–Scholes based on double-fractional diffusion</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2015.12.125&Exemplar=1&LAN=DE A1 Kleinert, H. A1 Korbel, J. PB Elsevier BV YR 2016 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 449 SP 200 OP 214 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2015.12.125 DO https://doi.org/10.1016/j.physa.2015.12.125 SF ELIB - SuUB Bremen
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