Pricing formulae of asian options under the fractional Brownian motion

被引：0
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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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页码：656 / 659
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