Pricing European option under the time-changed mixed Brownian-fractional Brownian model
Authors:
- Zhidong GuoZGZhidong Guo
- Hongjun YuanHYHongjun Yuan
- 1 July 2014
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 406, 73-79
Abstract
No abstract availableKeywords
Funding Information
- The National Natural Science Foundation of China (11271153)
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