Pricing Formulas of Compound Options under the Fractional Brownian Motion (Q2838665): Difference between revisions
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Latest revision as of 15:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Formulas of Compound Options under the Fractional Brownian Motion |
scientific article |
Statements
Pricing Formulas of Compound Options under the Fractional Brownian Motion (English)
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10 July 2013
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fractional Brownian motion
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compound option
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Black-Scholes formula
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