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Option Pricing in Fractional Brownian Markets
7 个回复 - 1904 次查看 Option Pricing in Fractional Brownian Markets by Stefan Rostek The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibili ...2015-3-1 04:19 - SleepyTom - 金融工程（数量金融）与金融衍生品

求Option pricing for processes driven by mixed fractional Brownian motion with s
3 个回复 - 778 次查看【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区

Option Pricing in a Fractional Brownian Motion Environment
4 个回复 - 990 次查看作者 Ciprian Necula. 文题 Option Pricing in a Fractional Brownian Motion Environment 年份 Mathematical Reports，2004年6卷3期: 259-273. google 上可以搜索到，但是没有期刊名称等，希望能 ...2012-11-19 16:26 - 无诺 - 文献求助专区

elsevier:Pricing currency options in the mixed fractional Brownian motion
1 个回复 - 947 次查看【作者(必填)】 L.SUn 【文题(必填)】 Pricing currency options in the mixed fractional Brownian motion【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/ ...2013-7-2 20:43 - qijiongli - 求助成功区

On hedging European options in geometric fractional Brownian motion market model
3 个回复 - 1039 次查看【作者】 E. Azmoodeh, Yu. Mishura, and E. Valkeila 【文题】 On hedging European options in geometric fractional Brownian motion market model 【年份】Statist. Decisions, 27(2): 129-143, 2009.2012-8-23 08:36 - 无诺 - 求助成功区

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