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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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