Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Mixed fractional Brownian motion
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+Arbitrage in fractional Brownian motion models
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+The fractional mixed fractional Brownian motion.
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+Pricing geometric Asian power options under mixed fractional Brownian motion environment
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+Arbitrage with Fractional Brownian Motion
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+Pricing currency options in the mixed fractional Brownian motion
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+On the mixed fractional Brownian motion
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+Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion
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