Up a level |
Number of items: 1.
Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Cartea, Alvaro and del Castillo Negrete, D. (2007) Fractional diffusion models of option prices in markets with jumps. Physica A 374 (2), 749 - 763. ISSN 0378-4371.