Asian option pricing with dividend under fractional Brownian motion model (Q2860348)
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scientific article; zbMATH DE number 6230682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian option pricing with dividend under fractional Brownian motion model |
scientific article; zbMATH DE number 6230682 |
Statements
19 November 2013
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fractional Brownian motion
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geometric average Asian option
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option pricing
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dividend
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0.9735527
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0.91008854
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0.9002188
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0.8904929
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Asian option pricing with dividend under fractional Brownian motion model (English)
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