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Q3131492 - MaRDI portal

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scientific article

    Statements

    author
    Hong Xue
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    Yu-Zhen Wang
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    publication date
    29 January 2018
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    zbMATH Keywords
    bi-fractional Brownian motion
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    chooser option
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    actuarial approach
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    stochastic differential equation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    60J70
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    60H30
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    zbMATH DE Number
    6831036
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