Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps
| Autor: | Rao, B. L. S. Prakasa |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We investigate the valuation of the bid and ask prices for European option under the mixed fractional Brownian motion environment in the presence of superimposed jumps by an independent Poisson process. |
| Databáze: | arXiv |
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