The maximum option pricing for assets in fractional Brownian motion environment (Q2860263)
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scientific article; zbMATH DE number 6230626
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| default for all languages | No label defined |
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| English | The maximum option pricing for assets in fractional Brownian motion environment |
scientific article; zbMATH DE number 6230626 |
Statements
19 November 2013
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maximum option
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fractional Brownian motion
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risk neutral measure
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quasi conditional mathematical expectation
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The maximum option pricing for assets in fractional Brownian motion environment (English)
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0.8889128565788269
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0.8771682977676392
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