Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132)
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 geometric Asian power options under mixed fractional Brownian motion environment |
scientific article; zbMATH DE number 6977770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing geometric Asian power options under mixed fractional Brownian motion environment |
scientific article; zbMATH DE number 6977770 |
Statements
Pricing geometric Asian power options under mixed fractional Brownian motion environment (English)
0 references
13 November 2018
0 references
mixed fractional Brownian motion
0 references
option price
0 references
Asian option
0 references
Asian power option
0 references
0 references
0.97853565
0 references
0.97303015
0 references
0.9613527
0 references
0.91830164
0 references
0.9037596
0 references
0.89868134
0 references
0.89523906
0 references
0.8951237
0 references
