References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2006Some properties of the sub-fractional Brownian motion128 cited
• 2009Black-Scholes Formula in Subdiffusive Regime101 cited
• 2020Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing65 cited
• 2012Geometric Brownian Motion with Tempered Stable Waiting Times31 cited
• 2015On the sub-mixed fractional Brownian motion30 cited
• 2016Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs29 cited
• 2021Pricing geometric asian power options in the sub-fractional brownian motion environment27 cited
• 2021Fuzzy simulation of European option pricing using sub-fractional Brownian motion25 cited
• 2022A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion25 cited
• 2017Pricing of basket options in subdiffusive fractional Black–Scholes model23 cited
• 2019The pricing and numerical analysis of lookback options for mixed fractional Brownian motion19 cited
• 2017Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function19 cited
• 2010An efficient control variate method for pricing variance derivatives18 cited