Journal of Mathematical Finance

Vol.3 No.2(2013), Paper ID 31853, 6 pages

DOI:10.4236/jmf.2013.32033

 

An Empirical Study of Option Prices under the Hybrid Brownian Motion Model

 

Hideki Iwaki, Lei Luo

 

Faculty of Business Administration, Kyoto Sangyo University, Kyoto, Japan
Finance Division, Citigroup Global Markets Japan, Tokyo, Japan

 

Copyright © 2013 Hideki Iwaki, Lei Luo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

H. Iwaki and L. Luo, "An Empirical Study of Option Prices under the Hybrid Brownian Motion Model," Journal of Mathematical Finance, Vol. 3 No. 2, 2013, pp. 329-334. doi: 10.4236/jmf.2013.32033.
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