[2608.03925] Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model
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Abstract page for arXiv paper 2608.03925: Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model
Abstract page for arXiv paper 2608.03925: Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model