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zbMath1289.91171MaRDI QIDQ2860263

Hua Hu, Ling Ma

Publication date: 19 November 2013

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

zbMATH Keywords

fractional Brownian motion risk neutral measure maximum option quasi conditional mathematical expectation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

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