Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.chaos.2021.110754
+Normal rank
@@ Property / OpenAlex ID @@
+W3129602449
@@ Property / OpenAlex ID: W3129602449 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q5461112
@@ Property / cites work: Q5461112 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients
+Normal rank
@@ Property / cites work @@
+The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Pricing geometric Asian rainbow options under fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Some properties of the sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Chemically Homann stagnation point flow of Carreau fluid
+Normal rank
@@ Property / cites work @@
+Insight into the dynamics of the non-Newtonian Casson fluid on a horizontal object with variable thickness
+Normal rank