Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option

This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian motion with jumps and the European call and put currency option are presented. It has certain refer...

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Main Authors: Shokrollahi, Foad, Kilicman, Adem
Format: Article
Language:English
Published: SpringerOpen 2015
Online Access:http://psasir.upm.edu.my/id/eprint/43650/
http://psasir.upm.edu.my/id/eprint/43650/1/Actuarial%20approach%20in%20a%20mixed%20fractional.pdf
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author Shokrollahi, Foad
Kilicman, Adem
author_facet Shokrollahi, Foad
Kilicman, Adem
author_sort Shokrollahi, Foad
building UPM Institutional Repository
collection Online Access
description This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian motion with jumps and the European call and put currency option are presented. It has certain reference significance to avoiding foreign exchange risk
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format Article
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institution Universiti Putra Malaysia
institution_category Local University
language English
last_indexed 2025-11-15T10:03:51Z
publishDate 2015
publisher SpringerOpen
recordtype eprints
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spelling upm-436502016-08-08T04:35:03Z http://psasir.upm.edu.my/id/eprint/43650/ Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option Shokrollahi, Foad Kilicman, Adem This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian motion with jumps and the European call and put currency option are presented. It has certain reference significance to avoiding foreign exchange risk SpringerOpen 2015 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/43650/1/Actuarial%20approach%20in%20a%20mixed%20fractional.pdf Shokrollahi, Foad and Kilicman, Adem (2015) Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option. Advances in Difference Equations (257). pp. 1-8. ISSN 1687-1839; ESSN: 1687-1847 http://download.springer.com/static/pdf/273/art%253A10.1186%252Fs13662-015-0590-8.pdf?originUrl=http%3A%2F%2Flink.springer.com%2Farticle%2F10.1186%2Fs13662-015-0590-8&token2=exp=1468383701~acl=%2Fstatic%2Fpdf%2F273%2Fart%25253A10.1186%25252Fs13662-015-059 10.1186/s13662-015-0590-8
spellingShingle Shokrollahi, Foad
Kilicman, Adem
Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title_full Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title_fullStr Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title_full_unstemmed Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title_short Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
title_sort actuarial approach in a mixed fractional brownian motion with jumps environment for pricing currency option
url http://psasir.upm.edu.my/id/eprint/43650/
http://psasir.upm.edu.my/id/eprint/43650/
http://psasir.upm.edu.my/id/eprint/43650/
http://psasir.upm.edu.my/id/eprint/43650/1/Actuarial%20approach%20in%20a%20mixed%20fractional.pdf