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A PHYSICAL SUB-DIFFUSION APPROACH FOR ILLIQUID MARKETS 2023 (English)In: Dynamics of Socio Economic Systems: DySES 2023 / [ed] Paula Ortega Perals, Universidad de Almería , 2023, p. 18-18Conference paper, Oral presentation with published abstract (Other academic)

Place, publisher, year, edition, pages

Universidad de Almería , 2023. p. 18-18

Keywords [en]

Option pricing, subdiffusion models, subordinator, hitting time

National Category

Mathematics

Identifiers

URN: urn:nbn:se:oru:diva-110816ISBN: 9788413512648 (electronic)OAI: oai:DiVA.org:oru-110816DiVA, id: diva2:1829271

Conference

DySES 2023 (Dynamics of Socio Economic Systems), University of Almeria, Spain, October 17-20, 2023

Available from: 2024-01-18 Created: 2024-01-18 Last updated: 2024-01-18Bibliographically approved

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Shchestyuk, Nataliya

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