scientific article; zbMATH DE number 7366866

MaRDI QIDQ4996772zbMATH OpenFDO

Authors Panhong Cheng, Zhi Hong Xu

Publication date 1 July 2021

zbMATH Keywords

Mellin transformrisk free arbitrage principlesub-fractional Brownian motionwarrant bonds

Mathematics Subject Classification ID

Laplace transform (44A10) Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)

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(4)

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