A weighted-fractional model to reset option pricing (Q2823633)
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scientific article; zbMATH DE number 6634404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A weighted-fractional model to reset option pricing |
scientific article; zbMATH DE number 6634404 |
Statements
6 October 2016
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weighted fractional Brownian motion
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long-range dependence
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exchange option
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option pricing
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insurance actuary
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A weighted-fractional model to reset option pricing (English)
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0.8722203969955444
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0.8343583941459656
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0.7903801202774048
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0.7809914350509644
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