Open AccessValuation of bid and ask prices for European options under mixed fractional Brownian motion
Author(s) -
Zhe Li,
Xiaotian Wang
Publication year - 2021
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2021422
Subject(s) - bid price , fractional brownian motion , ask price , economics , valuation (finance) , market liquidity , financial economics , hurst exponent , market maker , econometrics , finance , mathematics , brownian motion , stock market , statistics , paleontology , horse , biology