European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (Q486871)
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: European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6387379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6387379 |
Statements
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (English)
0 references
16 January 2015
0 references
option pricing
0 references
stochastic differential equation
0 references
fractional geometric Ornstein-Uhlenbeck process
0 references
