A numerical solution of the pricing model of Asian options under sub-fractional jump-diffusion process (Q3307140)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7234351
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical solution of the pricing model of Asian options under sub-fractional jump-diffusion process |
scientific article; zbMATH DE number 7234351 |
Statements
12 August 2020
0 references
Ho-Lee stochastic interest rate model
0 references
sub-fractional Brownian motion
0 references
jump-diffusion model
0 references
Asian options
0 references
numerical solution
0 references
0.8389694094657898
0 references
0.8299335241317749
0 references
