Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate

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ISSN Print: 2152-7385
ISSN Online: 2152-7393
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"Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate"
written by Jin Li, Kaili Xiang, Chuanyi Luo,
published by Applied Mathematics, Vol.5 No.16, 2014

has been cited by the following article(s):

[1]	Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
	Mathematical modeling and computing, 2022

[2]	STOCHASTIC FINANCIAL MODEL BASED ON FRACTIONAL BROWN MOTION
	ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2017

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