2009•Asia-Pacific Financial MarketsRequires access

Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility

Meng Li, Mei Wang

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Key concepts: Black–Scholes model, Implied volatility, Volatility (finance), Valuation of options, Stochastic volatility, Mathematics, Foreign exchange, Economics

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Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility — Research Paper | ScholarLens