Pricing model for equity warrants in a mixed fractional...

Physica A: Statistical Mechanics and its Applications 2012 Vol. 391; Iss. 24

Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm

Wei-Lin Xiao, Wei-Guo Zhang, Xili Zhang, Xiaoli Zhang
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Volume:
391
Year:
2012
Language:
english
DOI:
10.1016/j.physa.2012.07.041
File:
PDF, 264 KB
english, 2012
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