Pricing European and American options under fractional model (Q5085891)
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: Pricing European and American options under fractional model |
scientific article; zbMATH DE number 7551020
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing European and American options under fractional model |
scientific article; zbMATH DE number 7551020 |
Statements
30 June 2022
0 references
pricing European option
0 references
pricing American option
0 references
stochastic volatility
0 references
fractional Black and Scholes model
0 references
fractional Heston model
0 references
Adomian decomposition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9218176007270812
0 references
0.8635146617889404
0 references
0.8275960087776184
0 references
0.8269526958465576
0 references
