Applications of fractional diffusion in option pricing

Jan Korbel

Workshop Fractional Differential Equations, Applications and Complex Networks, Lorentz Center, Leiden

slides available at: slides.com/jankorbel

Applications of fractional diffusion in option pricing Jan Korbel Workshop Fractional Differential Equations, Applications and Complex Networks, Lorentz Center, Leiden slides available at: slides.com/jankorbel