Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal

Publication:2823633

Jump to:navigation, search

DOI10.14182/J.CNKI.1001-2443.2016.01.005zbMath1363.91118MaRDI QIDQ2823633

Yimin Xue, Xichao Sun

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricing long-range dependence weighted fractional Brownian motion exchange option insurance actuary

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2823633&oldid=15741283"