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"Shadow Price Approximation for the Fractional Black Scholes Model."

Dolemweogo Sibiri Narcisse, Béré Frédéric, Nitiéma Pierre Clovis (2022)

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DOI: 10.1155/2022/4719482

access: open

type: Journal Article

metadata version: 2023-08-28

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  dblp key:
  - journals/ijmmsc/NarcisseFC22
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  - https://dblp.org/rec/journals/ijmmsc/NarcisseFC22
Dolemweogo Sibiri Narcisse, Béré Frédéric, Nitiéma Pierre Clovis:
Shadow Price Approximation for the Fractional Black Scholes Model. Int. J. Math. Math. Sci. 2022: 4719482:1-4719482:10 (2022)

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