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scientific article; zbMATH DE number 5209853 - MaRDI portal

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zbMath1122.91334MaRDI QIDQ5425194

Xiang-Qun Yang, Shao Yue Liu

Publication date: 8 November 2007

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

zbMATH Keywords

fractional Brownian motion dividend compound option

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models

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