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scientific article; zbMATH DE number 6520216
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 6520216 |
Statements
11 December 2015
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pricing formula
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exchange option
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fractional Black-Scholes model
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jump noise
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0.94040614
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0.9103493
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0.90190613
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0.8997661
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0.89928144
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0.8981927
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0.8935416
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0.88952863
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