Work

Fuzzy simulation of European option pricing using sub-fractional Brownian motion

Year: 2021

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2021.111442

Authors: Liu Bian, Zhi Li

Institution: Yangtze University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

OpenAlex ID: W3207836271

FWCI: 3.6

Cites: 22

Cited by: 26

Related to: 10