Publication:3131492
From MaRDI portal
DOI10.3969/j.issn.1674-232X.2017.03.014zbMath1389.91118MaRDI QIDQ3131492
Publication date: 29 January 2018
60G22: Fractional processes, including fractional Brownian motion
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)