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The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion

Year of publication

2018

Authors

Shokrollahi, Foad

Organizations and authors

University of Vaasa

Shokrollahi Foad

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Volume

344

Issue

15 December

Pages

716-724

​Publication forum

59989

​Publication forum level

2

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Fully open publication channel

Self-archived

No

Other information

Fields of science

Social policy

Publication country

Belgium

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1016/j.cam.2018.05.042

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes