Record link: 
http://hdl.handle.net/20.500.12708/191535
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Title: 
Fractional models in financial option pricing
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Citation: 
Gerhold, S. (2023, November 28). Fractional models in financial option pricing [Conference Presentation]. Fractional Differential Equations, Applications and Complex Networks 2023, Snellius, Netherlands (the).
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Publication Type: 
Presentation - Conference Presentation
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Language: 
English
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Authors: 
Gerhold, Stefan 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Date (published): 
28-Nov-2023
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Event name: 
Fractional Differential Equations, Applications and Complex Networks 2023 
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Event date: 
27-Nov-2023 - 1-Dec-2023
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Event place: 
Snellius, Netherlands (the)
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Keywords: 
option pricing; fractional PDE; stochastic process
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Research Areas: 
Mathematical Methods in Economics: 30%
Mathematical and Algorithmic Foundations: 70%
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Science Branch: 
1030 - Physik, Astronomie: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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