Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Physica A Statistica...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Physica A Statistical Mechanics and its Applications
Article . 2018 . Peer-reviewed
License: Elsevier TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2018
Data sources: zbMATH Open
https://dx.doi.org/10.1016/j.p...
Article
Data sources: Microsoft Academic Graph
 View all 2 versions
Claim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2018 English Publisher:Elsevier BVJournal:Physica A: Statistical Mechanics and its Applications, volume 490, pages 402-418 (issn: 0378-4371, Copyright policy )
Authors: Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun;

doi: 10.1016/j.physa.2017.08.070

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Related Organizations
Keywords

Asian power option, Derivative securities (option pricing, hedging, etc.), PDEs in connection with game theory, economics, social and behavioral sciences, partial differential equation, mixed fractional Brownian motion, Fractional processes, including fractional Brownian motion, interval numbers, option pricing

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 24
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
24
Top 10%
Top 10%
Top 10%
Related to Research communities
GOTRIPLE - Social Sciences and Humanities Discovery service
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!
uploadUpload now