Mixed fractional Heston model and the pricing of American options (Q1675943)
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: Mixed fractional Heston model and the pricing of American options |
scientific article; zbMATH DE number 6802821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed fractional Heston model and the pricing of American options |
scientific article; zbMATH DE number 6802821 |
Statements
Mixed fractional Heston model and the pricing of American options (English)
0 references
3 November 2017
0 references
Heston model
0 references
mixed fractional Brownian motion
0 references
Euler discretization method
0 references
American option
0 references
0 references
0 references
0.9282305
0 references
0.92757034
0 references
0.9143021
0 references
0.9064891
0 references
0.9064762
0 references
