"Pricing Formulas of Compound Options under the Fractional Brownian Motion."

Chao Zhang, Jizhou Zhang, Dongya Tao (2011)

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DOI: 10.1007/978-3-642-22833-9_29

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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Chao Zhang, Jizhou Zhang, Dongya Tao:
Pricing Formulas of Compound Options under the Fractional Brownian Motion. NL-MUA 2011: 247-254

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