Subordination, self-similarity, and option pricing.
Galloway, Mack L. ; Nolder, Craig A.
Journal of Applied Mathematics and Decision Sciences, Tome 2008 (2008), / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
DOI : https://doi.org/10.1155/2008/397028
EUDML-ID : urn:eudml:doc:129663
@article{05538672,
     title = {Subordination, self-similarity, and option pricing.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2008},
     year = {2008},
     doi = {10.1155/2008/397028},
     zbl = {1156.91454},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05538672}
}
Galloway, Mack L.; Nolder, Craig A. Subordination, self-similarity, and option pricing.. Journal of Applied Mathematics and Decision Sciences, Tome 2008 (2008) . doi : 10.1155/2008/397028. http://gdmltest.u-ga.fr/item/05538672/