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@proceedings{2416857,
author = {Araneda Barahona, Axel A.},
booktitle = {2024 Econophysics Colloquium},
keywords = {Scaled Brownian motion; Anomaoulus diffusion; Option pricing; First-hitting time; Credit Default Swaps},
title = {Price modelling under scaled Brownian motion},
year = {2024}
}
TY - CONF
ID - 2416857
AU - Araneda Barahona, Axel A.
PY - 2024
TI - Price modelling under scaled Brownian motion
KW - Scaled Brownian motion
KW - Anomaoulus diffusion
KW - Option pricing
KW - First-hitting time
KW - Credit Default Swaps
ER -
ARANEDA BARAHONA, Axel A. Price modelling under scaled Brownian motion. In \textit{2024 Econophysics Colloquium}. 2024.
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