Numerically pricing American options under the generalized mixed fractional Brownian motion model

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Publication:1619383

DOI10.1016/j.physa.2015.12.154zbMath1400.91650OpenAlexW2291769790MaRDI QIDQ1619383

Bowen Yan, Ying Zhang, Guang-Hua Lian, Wen-Ting Chen

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.154




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