The power option pricing under the fractional Brownian motion and Ho-Lee model (Q2924474)
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scientific article; zbMATH DE number 6364907
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| English | The power option pricing under the fractional Brownian motion and Ho-Lee model |
scientific article; zbMATH DE number 6364907 |
Statements
3 November 2014
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fractional Brownian motion
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power option
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Ho-Lee model
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stochastic interest rate
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The power option pricing under the fractional Brownian motion and Ho-Lee model (English)
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0.8714213967323303
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0.8525072932243347
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0.8366376757621765
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