Evaluation of Geometric Asian Power Options under Fractional Brownian Motion

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Evaluation of Geometric Asian Power Options under Fractional Brownian Motion"
written by Zhijuan Mao, Zhian Liang,
published by Journal of Mathematical Finance, Vol.4 No.1, 2014

has been cited by the following article(s):

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[2]	A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
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[3]	Fractional Processes and Their Statistical Inference: An Overview
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[4]	Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
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[5]	Optimal importance sampling for continuous Gaussian fields
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[6]	Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing
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[7]	Pricing geometric Asian power options under mixed fractional Brownian motion environment
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[8]	The Trinomial Asset Pricing Model
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[9]	Remarks on Pricing Asian Power Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps
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[10]	of the Report: Remarks on Pricing Asian Power Options
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[11]	The Pricing of a Supply Contract under Uncertainty with Long-Range Dependence
	International Journal of Information and Management Sciences, 2014

[12]	Bioelectricity Production from Soil Using Microbial Fuel Cells
	Applied biochemistry and biotechnology, 2014

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