Fig. 1
From: The valuation of currency options by fractional Brownian motion
European Call currency option. Parameters fixed are \(r_d=0.321,r_f=0.252,\sigma =0.21,T=2,k=0.1,K=1.625,S_t=1.512\), and \(t=0.1\)
Fig. 1 | SpringerPlus
From: The valuation of currency options by fractional Brownian motion
European Call currency option. Parameters fixed are \(r_d=0.321,r_f=0.252,\sigma =0.21,T=2,k=0.1,K=1.625,S_t=1.512\), and \(t=0.1\)