Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889): Difference between revisions
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Latest revision as of 05:56, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option |
scientific article |
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Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (English)
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13 February 2019
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currency option
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actuarial approach
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mixed fractional Brownian motion
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jump process
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