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Q4574485 - MaRDI portal

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scientific article; zbMATH DE number 6906906
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scientific article; zbMATH DE number 6906906

    Statements

    author
    Shuqin Liu
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    Hong Xue
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    publication date
    18 July 2018
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    zbMATH Keywords
    bi-fractional Brownian motion
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    actuarial mathematics
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    stochastic analysis theory
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    quanto option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    60H15
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    zbMATH DE Number
    6906906
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