Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889)
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scientific article; zbMATH DE number 7021490
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| default for all languages | No label defined |
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| English | Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option |
scientific article; zbMATH DE number 7021490 |
Statements
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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0.7817543148994446
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0.7681915163993835
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0.7677841186523438
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0.7639565467834473
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0.7597357034683228
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