Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Application to Merton’s optimal portfolio

出版年份 2009 全文链接

标题

作者

关键词

出版物

Volume 59, Issue 3, Pages 1142-1164

出版商

Elsevier BV

发表日期

2009-07-10

DOI

10.1016/j.camwa.2009.05.015

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