Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market.

Christian Bender Robert J. Elliott

Published in: Math. Oper. Res. (2004)

Keyphrases

black scholes
discrete version
financial markets
stock price
option pricing
stock exchange
stock market
discrete space
fuzzy numbers
convertible bonds
numerical methods
historical data
non stationary
exchange rate
risk management
news articles
short term
fuzzy sets
pattern recognition