Pricing of Perpetual American Put Option with Sub-Mixed Fractional Brownian Motion

Autor:	Feng Xu, Shengwu Zhou
Rok vydání:	2019
Předmět:	010101 applied mathematics Fractional Brownian motion Valuation of options Applied Mathematics 010103 numerical & computational mathematics 0101 mathematics Put option 01 natural sciences Mathematical economics Analysis Mathematics
Zdroj:	Fractional Calculus and Applied Analysis. 22:1145-1154
ISSN:	1314-2224 1311-0454
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1244aea31276313b4578ba040d7f640d https://doi.org/10.1515/fca-2019-0060 Zobrazit plný text záznamu Full text from SpringerLink