BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Number of items: 1.

    1 February 2007

    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.

    This list was generated on Thu Apr 18 05:45:44 2024 BST.