Generalized measure Black-Scholes equation: Towards option self-similar pricing
By Nizar Riane, Claire David
Rating
1365
Battle Count: 40
Relevance
7/10
Provides a novel approach to option pricing that can potentially capture market behaviors not addressed by classical models
Implementation Complexity
8/10
Requires advanced mathematical knowledge and numerical methods implementation
Reproducibility
4/5
Detailed mathematical formulations and numerical methods provided
About this paper
Methodology: Generalized measure Black-Scholes model. Problem types: Option pricing, Partial differential equations.
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