scientific article; zbMATH DE number 7366866

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zbMath1474.91205MaRDI QIDQ4996772

Panhong Cheng, Zhihong Xu

Publication date: 1 July 2021

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

zbMATH Keywords

Mellin transform sub-fractional Brownian motion risk free arbitrage principle warrant bonds

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10)

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