%0 Journal Article %1 Cartea2007 %A Cartea, Álvaro %A del Castillo-Negrete, Diego %D 2007 %J Physica A: Statistical Mechanics and its Applications %K Fractional-Black-Scholes %N 2 %P 749--763 %T Fractional diffusion models of option prices in markets with jumps %U http://www.sciencedirect.com/science/article/B6TVG-4M0BF7N-1/1/751ad453eda81032fdcea477aeb45f4c %V 374

@article{Cartea2007, added-at = {2008-04-22T10:36:30.000+0200}, author = {Cartea, {\'A}lvaro and del Castillo-Negrete, Diego}, biburl = {https://www.bibsonomy.org/bibtex/2e8041e3fac86dde060321f59a05dced8/smicha}, day = 01, description = {Physica A}, interhash = {74183f4556358d5519d8327654986291}, intrahash = {e8041e3fac86dde060321f59a05dced8}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Fractional-Black-Scholes}, month = Feb, number = 2, pages = {749--763}, timestamp = {2008-04-22T10:44:38.000+0200}, title = {Fractional diffusion models of option prices in markets with jumps}, url = {http://www.sciencedirect.com/science/article/B6TVG-4M0BF7N-1/1/751ad453eda81032fdcea477aeb45f4c}, volume = 374, year = 2007 }