东华大学学报（英文版）2010，Vol.27Issue(5)：656-659,4.
Pricing Formulae of Asian Options under the Fractional Brownian Motion
Pricing Formulae of Asian Options under the Fractional Brownian Motion
摘要
关键词
fractional Brownian motion/Asian option/Black-Scholes formulaKey words
fractional Brownian motion/Asian option/Black-Scholes formula分类
数理科学引用本文复制引用
ZHANG Chao,ZHANG Ji-zhou..Pricing Formulae of Asian Options under the Fractional Brownian Motion[J].东华大学学报（英文版）,2010,27(5):656-659,4.基金项目
Shanghai Leading Academic Discipline Project,China(No.S30405) （No.S30405）
Special Funds for Major Specialties of Shanghai Education Committee,China （）
