Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing

ÖNALAN Ö.

International Journal of Applied Mathematical Research, vol.6, pp.85, 2017 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 6
• Publication Date: 2017
• Doi Number: 10.14419/ijamr.v6i3.7688
• Journal Name: International Journal of Applied Mathematical Research
• Page Numbers: pp.85
• Marmara University Affiliated: Yes