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  4. Subdiffusive option price model with Inv ...

Modern Stochastics: Theory and Applications


Cited by 2
Subdiffusive option price model with Inverse Gaussian subordinator

Risk Evaluating for Subdiffusive Option Price Model with Gamma Subordinator
Nataliya Shchestyuk, Svitlana Drin, Serhii Tyshchenko
https://doi.org/10.1007/978-3-031-64273-9_47
Book  (2024), p. 286
Subdiffusive models with local volatility for illiquid markets
Nataliya Shchestyuk, Dmytro Sluchynskyi, Fedir Serduk
https://doi.org/10.17721/1812-5409.2026/1.35
Journal  Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics Issue 1 (2026), p. 273


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