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The pricing and numerical analysis of lookback options for mixed fractional Brownian motion
2 references·1 citing·11 second hop
The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (2019)The pricing and numerical analysis of loo…Influence of seasonal factors in the earned value of construction (2019)Influence of seasonal factors…The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (2018)The evaluation of geometric A…Sub mixed fractional Brownian motion and its application to finance (2024)Sub mixed fractional Brownian…The Pricing of Options and Corporate Liabilities (1973)Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes (1993)Stochastic Calculus for Fractional Brownian Motion and Related Processes (2008)The Greek parameters of a continuous arithmetic Asian option pricing model via Laplace Adomian decomposition method (2018)Climatic Effects on Construction (1985)A study of the factors affecting construction durations in Hong Kong (1995)Impact of Rainfall on the Productivity of Highway Construction (2001)FINANCIAL MANAGEMENT OF ASSET-LIABILITY RATIO OF SMALL- AND MEDIUM-SIZED ENTERPRISES IN DYNAMIC NONLINEAR SYSTEM (2021)Research on Evaluation of Intercultural Competence of Civil Aviation College Students Based on Language Operator (2021)Some properties of the sub-fractional Brownian motion (2006)Black-Scholes Formula in Subdiffusive Regime (2009)
this work references cited by second hop

References

  • 2019Influence of seasonal factors in the earned value of construction37 cited
  • 2018The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion25 cited

Cited by

  • 2024Sub mixed fractional Brownian motion and its application to finance17 cited

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