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scientific article; zbMATH DE number 5209853
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scientific article; zbMATH DE number 5209853

    Statements

    publication date
    8 November 2007
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    zbMATH Keywords
    fractional Brownian motion
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    compound option
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    dividend
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    author
    Shao Yue Liu
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    Xiang-Qun Yang
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G15
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    60H10
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    60H30
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    zbMATH DE Number
    5209853
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