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	Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (EI收录)
	Zhang, Wei-Guo[1]; Li, Zhe[1]; Liu, Yong-Jun[1]
刊名	Physica A: Statistical Mechanics and its Applications
	2018
卷号	490页码:402-418
关键词	Costs Economics Geometry Investments Partial differential equations Risk perception
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2166787
专题	华南理工大学
作者单位	[1] School of Business Administration, South China University of Technology, Guangzhou, 510641, China
推荐引用方式 GB/T 7714	Zhang, Wei-Guo[1],Li, Zhe[1],Liu, Yong-Jun[1]. Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (EI收录)[J]. Physica A: Statistical Mechanics and its Applications,2018,490:402-418.
APA	Zhang, Wei-Guo[1],Li, Zhe[1],&Liu, Yong-Jun[1].(2018).Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (EI收录).Physica A: Statistical Mechanics and its Applications,490,402-418.
MLA	Zhang, Wei-Guo[1],et al."Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (EI收录)".Physica A: Statistical Mechanics and its Applications 490(2018):402-418.

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