scientific article; zbMATH DE number 7112678

DOI10.3969/J.ISSN.1674-232X.2019.02.012zbMath1438.91159MaRDI QIDQ5195745

Hong Xue, Jianing Wang

Publication date: 2 October 2019

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

zbMATH Keywords

sub-fractional Brownian motionactuarial approachreload option

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial mathematics (91G05)

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