scientific article; zbMATH DE number 7266443

DOI10.3969/j.issn.1001-4268.2019.01.005zbMath1463.91151MaRDI QIDQ5129435

Yanling Song, Jingjun Guo

Publication date: 27 October 2020

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

zbMATH Keywords

option pricingstatistical simulationsub-fractional Brownian motiontime-transform

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)

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