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Publication:2859731
zbMath1289.91177MaRDI QIDQ2859731
Yimin Shi, Yudong Sun, Wei Tan
Publication date: 19 November 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
partial differential equationEuropean optionfractional Brownian motion with jumpouter performance option
Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)
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