Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548)
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scientific article; zbMATH DE number 7900361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment |
scientific article; zbMATH DE number 7900361 |
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Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (English)
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22 August 2024
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geometric Asian power option
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fuzzy numbers
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Leland and Kabanov strategies
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fractional Brownian motion
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transaction cost
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