Open AccessEfficient Pricing of Low Volatility Path Dependent Options
Author(s) -
Osei Antwi,
Francis T. Oduro
Publication year - 2022
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.121012
Subject(s) - geometric brownian motion , econometrics , stock exchange , stock (firearms) , economics , volatility (finance) , estimator , modal , mathematics , statistics , finance , mechanical engineering , chemistry , economy , diffusion process , polymer chemistry , engineering , service (business)