2021•Chaos Solitons & FractalsRequires access

Pricing geometric asian power options in the sub-fractional brownian motion environment

Wei Wang, Guanghui Cai, Xiangxing Tao

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Key concepts: Geometric Brownian motion, Fractional Brownian motion, Stochastic differential equation, Brownian motion, Mathematics, Diffusion process, Stochastic game, Stock (firearms)

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Pricing geometric asian power options in the sub-fractional brownian motion environment — Research Paper | ScholarLens