zbMath1164.62409MaRDI QIDQ3607771
M. V. Bratik, Yuliya S. Mishura
Publication date: 28 February 2009
zbMATH Keywords
contingent claimsBrownian-fractional-Brownian motion model
Mathematics Subject Classification ID
Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65)
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