Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of bid and ask prices for European options under mixed fractional Brownian motion |
scientific article |
Statements
Valuation of bid and ask prices for European options under mixed fractional Brownian motion (English)
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25 April 2022
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conic finance
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option pricing
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mixed fractional Brownian motion
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bid-ask spreads
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WANG transform
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