A multifractional option pricing formula.
Title: | A multifractional option pricing formula. |
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Authors: | Araneda, Axel A.1, axelaraneda@mail.muni.cz |
Source: | Fluctuation & Noise Letters; Dec2024, Vol. 23 Issue 6, p1-11, 11p |
Database: | Applied Science & Technology Source |
ISSN: | 02194775 |
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DOI: | 10.1142/S0219477524500603 |
Published in: | Fluctuation & Noise Letters |
Language: | English |