Fig. 2
From: The valuation of currency options by fractional Brownian motion
Relative difference among the G–K model, the FBM model and BS model in the in-the-money case
Fig. 2 | SpringerPlus
From: The valuation of currency options by fractional Brownian motion
Relative difference among the G–K model, the FBM model and BS model in the in-the-money case