Publication:3179994
From MaRDI portal
DOI10.13338/j.issn.1006-8341.2016.02.008zbMath1363.91106MaRDI QIDQ3179994
Jinqian Feng, Hong Xue, Yuhuan Jin
Publication date: 6 January 2017
60G22: Fractional processes, including fractional Brownian motion
91G20: Derivative securities (option pricing, hedging, etc.)