Bifractional Black-Scholes Model for Pricing European Options and Compound Options

Feng XU

Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (4) : 346-355.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (4) : 346-355. DOI: 10.21078/JSSI-2020-346-10
 

Bifractional Black-Scholes Model for Pricing European Options and Compound Options

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2020, 8(4): 346-355 https://doi.org/10.21078/JSSI-2020-346-10

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