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Q5017398 - MaRDI portal

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scientific article; zbMATH DE number 7448758
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English
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scientific article; zbMATH DE number 7448758

    Statements

    author
    Wenming Yu
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    Aiyin Wang
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    publication date
    17 December 2021
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    zbMATH Keywords
    mixed fractional Brownian motion
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    CEV model
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    Asian options
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    progressive evolution method
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    convergence
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    35Q91
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    zbMATH DE Number
    7448758
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