Subordination, self-similarity, and option pricing.

Galloway, Mack L., and Nolder, Craig A.. "Subordination, self-similarity, and option pricing.." Journal of Applied Mathematics and Decision Sciences 2008 (2008): Article ID 397028, 30 p.-Article ID 397028, 30 p.. <http://eudml.org/doc/129663>.

@article{Galloway2008,
author = {Galloway, Mack L., Nolder, Craig A.},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 397028, 30 p.-Article ID 397028, 30 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Subordination, self-similarity, and option pricing.},
url = {http://eudml.org/doc/129663},
volume = {2008},
year = {2008},
}

TY - JOUR
AU - Galloway, Mack L.
AU - Nolder, Craig A.
TI - Subordination, self-similarity, and option pricing.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 397028, 30 p.
EP - Article ID 397028, 30 p.
LA - eng
UR - http://eudml.org/doc/129663
ER -