European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (Q486871)
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scientific article; zbMATH DE number 6387379
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| English | European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6387379 |
Statements
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (English)
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16 January 2015
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option pricing
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stochastic differential equation
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fractional geometric Ornstein-Uhlenbeck process
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0.8804084658622742
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0.7915834188461304
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