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

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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

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article –refereed

Publication channel information

Volume

344

Issue

15 December

Pages

716-724

​Publication forum

59989

​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