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scientific article; zbMATH DE number 1867090
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scientific article; zbMATH DE number 1867090

    Statements

    publication date
    2002
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    zbMATH Keywords
    fractional Brownian motions
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    Black-Scholes formula
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    option price
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    European option, determinant
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    trace
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    Lie algebra
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    author
    Yaozhong Hu
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H10
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    60H30
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    60J65
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    zbMATH DE Number
    1867090
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