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2006•MacSphere (McMaster University)Open access

Modified Fractional Brownian Motion and Option Pricing

Xingqiu Zhao

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Abstract

Title: Modified Fractional Brownian Motion and Option Pricing, Author: Xingqiu Zhao, Location: Thode

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Title: Modified Fractional Brownian Motion and Option Pricing, Author: Xingqiu Zhao, Location: Thode

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Available abstract

Title: Modified Fractional Brownian Motion and Option Pricing, Author: Xingqiu Zhao, Location: Thode

Key concepts: Fractional Brownian motion, Brownian motion, Economics, Econometrics, Mathematics, Statistical physics, Computer science, Physics

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