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Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative
- Source :
- Faculty of Engineering and Information Sciences - Papers: Part A
- Publication Year :
- 2014
Details
- Database :
- OAIster
- Journal :
- Faculty of Engineering and Information Sciences - Papers: Part A
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1298556234
- Document Type :
- Electronic Resource