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$Almost sure and moment stability properties of fractional order Black-Scholes model$

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

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