Work

About subordinated generalizations of 3 classical models of option pricing

Year: 2024

Type: article

Source: Roczniki Polskiego Towarzystwa Matematycznego. Seria 3, Matematyka Stosowana/Matematyka Stosowana/Mathematica Applicanda

DOI: 10.14708/ma.v52i1.7256

Authors: Grzegorz Piotr Krzyżanowski, Michał Balcerek, Marcin Magdziarz

Institutions: Wrocław University of Science and Technology, University of Wrocław

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3138325160

FWCI:

Cites: 37

Cited by:

Related to: 10