A weighted-fractional model to reset option pricing (Q2823633)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A weighted-fractional model to reset option pricing |
scientific article; zbMATH DE number 6634404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A weighted-fractional model to reset option pricing |
scientific article; zbMATH DE number 6634404 |
Statements
6 October 2016
0 references
weighted fractional Brownian motion
0 references
long-range dependence
0 references
exchange option
0 references
option pricing
0 references
insurance actuary
0 references
A weighted-fractional model to reset option pricing (English)
0 references
0.8722203969955444
0 references
0.8343583941459656
0 references
0.7903801202774048
0 references
0.7809914350509644
0 references
