The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563)
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scientific article; zbMATH DE number 6910448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion |
scientific article; zbMATH DE number 6910448 |
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The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (English)
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26 July 2018
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mixed fractional Brownian motion
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geometric Asian option
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power option
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time changed process
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0.9277474284172058
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0.8876393437385559
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0.8840963244438171
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0.8752806782722473
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