scientific article; zbMATH DE number 7651748

MaRDI QIDQ5875138zbMATH OpenFDO

Authors Fei Yan, Jiezhong Zou

Publication date 9 February 2023

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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