Almost sure and moment stability properties of fractional order Black-Scholes model
Zeng, Caibin; Chen, YangQuan; Yang, Qigui
- 期刊名称Fractional Calculus and Applied Analysis
- 作者Zeng, Caibin; Chen, YangQuan; Yang, Qigui
- 卷第16卷
- 期第2期
- 印刷ISSN1311-0454
- 电子ISSN1314-2224
- 文件大小352.52KB
- 发表时间2013-06
- DOI10.2478/s13540-013-0020-0
- 页码317-331