A new method for Asian option pricing in fractional Brownian motion (Q4902065)
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scientific article; zbMATH DE number 6130445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new method for Asian option pricing in fractional Brownian motion |
scientific article; zbMATH DE number 6130445 |
Statements
24 January 2013
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reliability mathematics
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fractional Brownian motion
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Asian option
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0.8638947010040283
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0.860306978225708
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0.8519467115402222
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0.8451472520828247
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