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
Audience
Scientific
Peer-reviewed
Peer-ReviewedMINEDU's publication type classification code
A1 Journal article –refereedPublication channel information
Volume
344
Issue
15 December
Pages
716-724
ISSN
Publication forum
Publication forum level
2
Other information
Fields of science
Social policy
Open access
Yes
Language
English
International co-publication
No
Co-publication with a company
No