Publication:4574904
From MaRDI portal
DOI10.3969/j.issn.1674-232X.2017.06.016zbMath1399.91118MaRDI QIDQ4574904
Publication date: 18 July 2018
60G22: Fractional processes, including fractional Brownian motion
91G20: Derivative securities (option pricing, hedging, etc.)