Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients |
scientific article |
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Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (English)
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22 July 2022
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european currency option
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generalized mixed fractional Brownian motion
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exchange option
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jump
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