Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778)
From MaRDI portal
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)
0 references
25 April 2022
0 references
conic finance
0 references
option pricing
0 references
mixed fractional Brownian motion
0 references
bid-ask spreads
0 references
WANG transform
0 references
0 references
