**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**31903

##### Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

**Authors:**
Changhong Guo,
Shaomei Fang,
Yong He

**Abstract:**

**Keywords:**
European option pricing,
fractional Black-Scholes
equations,
fractional G-Brownian motion,
Taylor’s series of fractional
order,
uncertain volatility.

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