Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063)
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scientific article; zbMATH DE number 7567552
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| English | Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model |
scientific article; zbMATH DE number 7567552 |
Statements
Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (English)
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4 August 2022
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time-changed process
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mixed fractional Brownian motion
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mixed hedging strategy
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option pricing
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0.8750515580177307
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0.8442471623420715
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0.8398584127426147
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0.8332563638687134
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0.8302077054977417
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