Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773)
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scientific article; zbMATH DE number 7195236
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| English | Pricing of perpetual American put option with sub-mixed fractional Brownian motion |
scientific article; zbMATH DE number 7195236 |
Statements
Pricing of perpetual American put option with sub-mixed fractional Brownian motion (English)
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30 April 2020
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option pricing
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sub-mixed fractional Brownian motion
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perpetual American option
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pricing models
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0.9198049306869508
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0.8570804595947266
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0.8483181595802307
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0.8163952231407166
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0.8096458315849304
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