Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility
Year of publication: |
2010
|
---|---|
Authors: | Meng, Li ; Wang, Mei |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 2, p. 99-111
|
Publisher: |
Springer |
Subject: | Fractional Black–Scholes | Volatility | AMSE | Foreign exchange option |
Saved in:
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