Journal of Applied Mathematics and Decision Sciences
Volume 2008 (2008), Article ID 397028, 30 pages
http://dx.doi.org/10.1155/2008/397028
Research Article
Subordination, Self-Similarity, and Option Pricing
1Department of Statistics and Applied Probability, University of California, Santa Barbara, CA 93106-3110, USA
2Department of Mathematics, The Florida State University, Tallahassee, FL 32306-4510, USA
Received 17 February 2008; Accepted 27 October 2008
Academic Editor: Henry Schellhorn
Copyright © 2008 Mack L. Galloway and Craig A. Nolder. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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