Work

Pricing Asian options under the generalized fractional Brownian motion model

Year: 2026

Type: article

Source: Communication in Statistics- Theory and Methods

DOI: 10.1080/03610926.2026.2689096

Author: Zhidong Guo

Institution: Anqing Normal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Anqing Normal University

Award: G4325167853

OpenAlex ID: W7166100278

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Cites: 25

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