NDLI: The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion

Content Provider	Scilit
Author	Shokrollahi, Foad
Copyright Year	2018
Description	Journal: Journal of Computational and Applied Mathematics
Related Links	http://arxiv.org/pdf/1712.05254
Ending Page	724
Page Count	9
Starting Page	716
ISSN	03770427
DOI	10.1016/j.cam.2018.05.042
Journal	Journal of Computational and Applied Mathematics
Volume Number	344
Language	English
Publisher	Elsevier BV
Publisher Date	2018-12-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Computational and Applied Mathematics Applied Mathematics Mixed Fractional Brownian Motion Geometric Asian Option Power Option Time Changed Process
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Computational Mathematics

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The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion