OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061)
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scientific article; zbMATH DE number 6776142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS |
scientific article; zbMATH DE number 6776142 |
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OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (English)
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19 September 2017
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option pricing
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fractional Brownian motion
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superimposed jumps
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