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The fractional mixed fractional Brownian motion

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References

2001Mixed Fractional Brownian Motion387 cited

Cited by

2012Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm61 cited
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2014Pricing European option under the time-changed mixed Brownian-fractional Brownian model39 cited
2019Pricing formula for European currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients35 cited
2020Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps33 cited
2015On the sub-mixed fractional Brownian motion30 cited
2017Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion30 cited

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