A possible way of estimating options with stable distributed underlying asset prices
Year of publication: |
2004
|
---|---|
Authors: | Tsibiridi, C. ; Atkinson, C. |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 11.2004, 1, p. 51-75
|
Publisher: |
Taylor & Francis Journals |
Subject: | stable distributions | fractional Taylor series | fractional Black-Scholes equation |
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