Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
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Publication:2129903
DOI10.3934/math.2020342zbMath1484.91477OpenAlexW3036640248MaRDI QIDQ2129903
Xianhong Wang, Zhidong Guo, Yun-Liang Zhang
Publication date: 25 April 2022
Published in: AIMS Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/math.2020342
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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