PV（プロモーションビデオ）・MV（ミュージックビデオ）やライブ動画を無料で視聴できる-MyDo(マイ動画)音楽情報館

Option Prices under the Fractional Black-Scholes Model について・・・

http://demonstrations.wolfram.com/OptionPricesUnderTheFractionalBlackScholesModel/ The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. This Demonstration shows the values of vanilla European options in a model based on fractional Brownian motion and on ordinary geometric Brownian motion (the Black-Scholes model). The strike price is fixed at 100. Options values in this model generally ... Contributed by: Andrzej Kozlowski