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03/25/2021
A tempered subdiffusive Black-Scholes model
In this paper we focus on the tempered subdiffusive Black-Scholes (tsB-S...
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03/18/2021
About subordinated generalizations of 3 classical models of option pricing
In this paper, we investigate the relation between Bachelier and Black-S...
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03/11/2020
A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model
This paper is focused on American option pricing in the subdiffusive Bla...
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06/29/2019