The pricing of collar option with stochastic strike price under fractional Brownian motion (Q4624315)
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scientific article; zbMATH DE number 7028556
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| English | The pricing of collar option with stochastic strike price under fractional Brownian motion |
scientific article; zbMATH DE number 7028556 |
Statements
22 February 2019
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uncertain strike price
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fractional Brownian motion
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collar option
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quasi-martingale
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0.8024148344993591
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0.7961422801017761
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0.7909306287765503
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