scientific article; zbMATH DE number 7108917

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DOI10.16783/J.CNKI.NWNUZ.2018.06.003zbMath1438.91163MaRDI QIDQ5196717

Yongmao Wang, Jingwen Chang

Publication date: 20 September 2019

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

zbMATH Keywords

credit risk Hurst index double Mellin transform exchange option sub-fractional Brown motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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