Pricing formulae of asian options under the fractional Brownian motion

被引：0

作者：

Zhang, Chao ^{[1
]}

Zhang, Ji-Zhou ^{[1
]}

机构：

[1] Mathematics and Science College, Shanghai Normal University, Shanghai 200234, China

来源：

Journal of Donghua University (English Edition) | 2010年 / 27卷 / 05期

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D O I：

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学科分类号：

摘要：

引用

页码：656 / 659

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