Vulnerable option pricing under bi-fractional jump-diffusion process (Q4624329)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Vulnerable option pricing under bi-fractional jump-diffusion process |
scientific article; zbMATH DE number 7028568
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Vulnerable option pricing under bi-fractional jump-diffusion process |
scientific article; zbMATH DE number 7028568 |
Statements
22 February 2019
0 references
vulnerable option
0 references
bi-fractional Brownian motion
0 references
jump-diffusion process
0 references
actuarial approach
0 references
0.8823573589324951
0 references
0.8541563153266907
0 references
0.8527747988700867
0 references
0.8522738218307495
0 references
