Results 211 to 217 of about 11,331 (217)

Estimating dynamic geometric fractional brownian motion and its application to long-memory option pricing

, 2012
Masnita Misiran, L. Zudi, Kok Lay Teo, Adam W. Grace   +3 more
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An Actuarial Approach to Geometric Average Asian Options in a Fractional Brownian Motion

, 2010
Hu Pan
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Pricing Formula of Geometric Average Asian Option Driven by Fractional Brownian Motion with Transaction Costs

, 2013
PingAn Hu
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Multilevel Monte Carlo and variance reduction techniques for pricing Asian options on an underlying described by the geometric mixed fractional Brownian motion

2018
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Pricing of Warrant When Underlying Asset Price Submitting to Geometric Fractional Brownian Motion and Empirical Analysis

, 2010
YU Shi-liang
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Pricing geometric Asian rainbow options under fractional Brownian motion

Lu Wang, Rong Zhang, Lin Yang, Yang Su, Feng Ma   +4 more
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Understanding the Geometric Fractional Brownian Motion Model of Crude Oil Movement Optimizing the Hurst Parameter and Scaling Factor Using Data Science Methodology

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