The power option pricing under the fractional Brownian motion and Ho-Lee model
type: Item
instance of: scholarly article
zbMATH Open document ID: 1313.91171
author: Jiazhan Wang
author: Lixia Liu
publication date: 2014-11-03T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6364907
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: power option
zbMATH Keywords: Ho-Lee model
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
DOI: 10.11826/J.ISSN.1000-5854.2014.02.002
title: The power option pricing under the fractional Brownian motion and Ho-Lee model
published in: Journal of Hebei Normal University. Natural Science Edition
description: scientific article; zbMATH DE number 6364907