Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives - Concepedia

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Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives

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14

Citations

20

References

2017

Year

Wenting Chen, Kai Du, Xinzi Qiu

Physica A Statistical Mechanics and its Applications

Option PricingAsset PricingDerivative PricingBusinessSpatial Fractional DerivativesFractional StochasticsAnalytic PropertiesAmerican Option Prices

References

	Year	Citations

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