Title

Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative

RIS ID

97256

Publication Details

Chen, W., Xu, X. & Zhu , S. (2014). Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative. Quarterly of Applied Mathematics, 72 (3), 597-611.

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