Pricing geometric Asian power options under mixed fractional Brownian motion environment
type: Item
instance of: scholarly article
title: Pricing geometric Asian power options under mixed fractional Brownian motion environment
zbMATH Open document ID: 1400.91607
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6977770
zbMATH Keywords: mixed fractional Brownian motion
zbMATH Keywords: option price
zbMATH Keywords: Asian option
zbMATH Keywords: Asian power option
author: B. L. S. Prakasa Rao
MaRDI profile type: Publication
full work available at URL: j.physa.2015.11.013
OpenAlex ID: W2179633876
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DOI: 10.1016/J.PHYSA.2015.11.013
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description: scientific article; zbMATH DE number 6977770