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zbMath1289.91180MaRDI QIDQ2860348

Wei Li, Sheng-Wu Zhou, Wenna Wu

Publication date: 19 November 2013

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

zbMATH Keywords

fractional Brownian motion option pricing dividend geometric average Asian option

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

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