英文标题：
《Option Pricing Models Driven by the Space-Time Fractional Diffusion:
Series Representation and Applications》
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作者：
Jean-Philippe Aguilar, Jan Korbel
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最新提交年份：
2018
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英文摘要：
In this paper, we focus on option pricing models based on space-time fractional diffusion. We briefly revise recent results which show that the option price can be represented in the terms of rapidly converging double-series and apply these results to the data from real markets. We focus on estimation of model parameters from the market data and estimation of implied volatility within the space-time fractional option pricing models.
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中文摘要：
本文主要研究基于时空分数扩散的期权定价模型。我们简要修改了最近的结果，这些结果表明期权价格可以用快速收敛的双序列表示，并将这些结果应用于实际市场的数据。我们的重点是从市场数据中估计模型参数，以及在时空分数期权定价模型中估计隐含波动率。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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