Mixed fractional Heston model and the pricing of American options (Q1675943): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 04:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed fractional Heston model and the pricing of American options |
scientific article |
Statements
Mixed fractional Heston model and the pricing of American options (English)
0 references
3 November 2017
0 references
Heston model
0 references
mixed fractional Brownian motion
0 references
Euler discretization method
0 references
American option
0 references
