Pricing of lookback options under a mixed fractional Brownian movement (Q4624271)
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scientific article; zbMATH DE number 7028514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of lookback options under a mixed fractional Brownian movement |
scientific article; zbMATH DE number 7028514 |
Statements
22 February 2019
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mixed fractional Brownian movement
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transaction fee
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European lookback option
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Crank-Nicolson format
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Pricing of lookback options under a mixed fractional Brownian movement The value's type "string" does not match Property's type "monolingualtext".
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