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1-3 of 3 results for fractional Black–Scholes model

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Select article: An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

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Research article

First published 2018-2

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

Soňa Kilianová, Boris Letko

Risk and Decision Analysis

Select article: The price of granularity and fractional finance

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First published 2016-2

The price of granularity and fractional finance

Charles S. Tapiero, Oren J. Tapiero, Guy Jumarie

Risk and Decision Analysis

Select article: Game theoretic analysis of incomplete markets: emergence of probabilities,nonlinear and fractional Black–Scholes equations

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Research article

First published 2013-8

Game theoretic analysis of incomplete markets: emergence of probabilities,nonlinear and fractional Black–Scholes equations

Vassili N. Kolokoltsov

Risk and Decision Analysis

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