We provide an elementary method for exploring pricing problems of one spread options within a fractional Wick–It?–Skorohod integral framework. Its underlying assets come from two different interactive markets that are modelled by two mixed fractional Black–Scholes models with Hurst parameters, $H_{1}eq H_{2}$ , where $1/2leq H_{i}1$ for $i=1,2$ . Pricing formulae of these options with respect to strike price $K=0$ or $Keq 0$ are given, and their application to the real market is examined.
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机译：我们提供了一种基本的方法来探索分数Wick–It？–Skorohod积分框架内一种价差期权的定价问题。它的基础资产来自两个不同的交互式市场，该市场由两个带有Hurst参数的混合分数Black-Scholes模型建模，模型为$ H_ {1} neq H_ {2} $，其中$ 1/2 leq H_ {i} <1 $为$ i = 1,2 $。给出了关于行使价$ K = 0 $或$ K neq 0 $的这些期权的定价公式，并研究了它们在实际市场中的应用。
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