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scientific article; zbMATH DE number 7448758 - MaRDI portal

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zbMath1488.91146MaRDI QIDQ5017398

Wenming Yu, Aiyin Wang

Publication date: 17 December 2021

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

zbMATH Keywords

convergence Asian options CEV model mixed fractional Brownian motion progressive evolution method

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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