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

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

> Home

Details and statistics

DOI: 10.1155/2022/4719482

access: open

type: Journal Article

metadata version: 2023-08-28

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ijmmsc/NarcisseFC22
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.