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zbMath1488.91135MaRDI QIDQ3385049

Yi Ding, Jingjun Guo

Publication date: 17 December 2021

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

zbMATH Keywords

Asian option transaction cost mixed fractional Brownian motion time-changed process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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