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Q5398989 - MaRDI portal

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scientific article; zbMATH DE number 6262920
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English
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scientific article; zbMATH DE number 6262920

    Statements

    author
    Mingxuan Shen
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    Chaolin He
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    publication date
    28 February 2014
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    zbMATH Keywords
    geometric average
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    fractional Brownian motion
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    Asian options
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    floated-strike
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    62P05
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    60H30
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    zbMATH DE Number
    6262920
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