Perpetual American options with fractional Brownian motion (Q4610216)
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scientific article; zbMATH DE number 7002112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Perpetual American options with fractional Brownian motion |
scientific article; zbMATH DE number 7002112 |
Statements
Perpetual American options with fractional Brownian motion (English)
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15 January 2019
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perpetual American option
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fractional Brownian motion
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0.861812174320221
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0.8483181595802307
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0.8075857162475586
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