Applied Mathematics

Applied Mathematics

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.net/journal/am
E-mail: [email protected]
"Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate"
written by Jin Li, Kaili Xiang, Chuanyi Luo,
published by Applied Mathematics, Vol.5 No.16, 2014
has been cited by the following article(s):
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[1] Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
Mathematical modeling and computing, 2022
[2] STOCHASTIC FINANCIAL MODEL BASED ON FRACTIONAL BROWN MOTION
ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2017
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