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DOI10.11826/J.ISSN.1000-5854.2014.02.002zbMath1313.91171MaRDI QIDQ2924474

Jiazhan Wang, Li-Xia Liu

Publication date: 3 November 2014

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

zbMATH Keywords

fractional Brownian motion stochastic interest rate power option Ho-Lee model

Mathematics Subject Classification ID

Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

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