CrossRef Open Access 2018 13 sitasi

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

Wenting Chen Kai Du Xinzi Qiu

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Wenting Chen

Kai Du

Xinzi Qiu

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Chen, W., Du, K., Qiu, X. (2018). Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives. https://doi.org/10.1016/j.physa.2017.08.068

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Informasi Jurnal

Tahun Terbit: 2018
Bahasa: en
Total Sitasi: 13×
Sumber Database: CrossRef
DOI: 10.1016/j.physa.2017.08.068
Akses: Open Access ✓