TY  - JOUR
AU  - Adrian Falkowski
TI  - Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility
JO  - Bulletin of the Polish Academy of Sciences. Mathematics
PY  - 2013
SP  - 181
EP  - 193
VL  - 61
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ba61-2-12/
DO  - 10.4064/ba61-2-12
LA  - en
ID  - 10_4064_ba61_2_12
ER  -