Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007): Difference between revisions
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Revision as of 07:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion |
scientific article |
Statements
Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (English)
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27 June 2022
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Asian power option
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mixed fractional Brownian motion
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partial differential equation
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option pricing
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interval numbers
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