The application of fractional brownian motion in option pricing

被引：3
|
作者：
Zhou, Qing-Xin [1 ]
机构：
[1] School of Basic Science, Harbin University of Commerce, Harbin, China
来源：
International Journal of Multimedia and Ubiquitous Engineering | 2015年 / 10卷 / 01期
关键词：
All Open Access; Bronze;
D O I：
10.14257/ijmue.2015.10.1.16
中图分类号：
学科分类号：
摘要：
14
引用
收藏
页码：173 / 182
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