Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative

By Wenting Chen, Xiang Xu, Song‐Ping Zhu. 2014

55 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/710cd25250196a370ba13254cf84fd4894f6c08d