Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing of perpetual American put option with sub-mixed fractional Brownian motion |
scientific article |
Statements
Pricing of perpetual American put option with sub-mixed fractional Brownian motion (English)
0 references
30 April 2020
0 references
option pricing
0 references
sub-mixed fractional Brownian motion
0 references
perpetual American option
0 references
pricing models
0 references
0 references
0 references