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Jaya P.N. Bishwal, Bootstrap confidence interval for fractional diffusions and American options, Eur. J. Math. Appl. 5 (2025), Article ID 5.

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Volume 5 (2025), Article ID 5

https://doi.org/10.28919/ejma.2025.5.5

Published: 04/02/2025

Abstract:

The paper obtains bootstrap confidence interval for the drift parameter in fractional diffusion processes. It also obtains bootstrap stochastic gradient descent algorithm for American option. It connects maximum likelihood estimation with pricing American options.

How to Cite:

Jaya P.N. Bishwal, Bootstrap confidence interval for fractional diffusions and American options, Eur. J. Math. Appl. 5 (2025), Article ID 5. https://doi.org/10.28919/ejma.2025.5.5