scientific article; zbMATH DE number 5584909

zbMath1174.91358MaRDI QIDQ5320558

Shao Yue Liu, Xiang-Qun Yang

Publication date: 22 July 2009

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

zbMATH Keywords

fractional Brownian motionBlack-Scholes modeloptimal portfolio

Mathematics Subject Classification ID

Brownian motion (60J65) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)

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