Option pricing with regulated fractional Brownian motion (Q4258745)
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scientific article; zbMATH DE number 1336608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing with regulated fractional Brownian motion |
scientific article; zbMATH DE number 1336608 |
Statements
14 September 1999
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option pricing
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fractional Brownian motion
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martingale
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Option pricing with regulated fractional Brownian motion (English)
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0.8433843851089478
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0.8243498802185059
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