Evaluation of Geometric Asian Power Options under Fractional Brownian Motion

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Evaluation of Geometric Asian Power Options under Fractional Brownian Motion"
written by Zhijuan Mao, Zhian Liang,
published by Journal of Mathematical Finance, Vol.4 No.1, 2014

has been cited by the following article(s):

[1]	Simulation analysis of asset pricing based on the Gaussian process
	Applied Mathematics and Nonlinear Sciences, 2023

[2]	A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
	Chaos, Solitons & Fractals, 2022

[3]	Fractional Processes and Their Statistical Inference: An Overview
	Journal of the Indian Institute of Science, 2022

[4]	Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
	2020

[5]	Optimal importance sampling for continuous Gaussian fields
	2020

[6]	Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing
	2017

[7]	Pricing geometric Asian power options under mixed fractional Brownian motion environment
	Physica A: Statistical Mechanics and its Applications, 2016

[8]	The Trinomial Asset Pricing Model
	2016

[9]	Remarks on Pricing Asian Power Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps
	2015

[10]	of the Report: Remarks on Pricing Asian Power Options
	2015

[11]	The Pricing of a Supply Contract under Uncertainty with Long-Range Dependence
	International Journal of Information and Management Sciences, 2014

[12]	Bioelectricity Production from Soil Using Microbial Fuel Cells
	Applied biochemistry and biotechnology, 2014

[1]	Simulation analysis of asset pricing based on the Gaussian process Applied Mathematics and Nonlinear Sciences, 2024 DOI:10.2478/amns.2023.2.00073

[2]	A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Chaos, Solitons & Fractals, 2022 DOI:10.1016/j.chaos.2022.112023

[3]	A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Chaos, Solitons & Fractals, 2022 DOI:10.1016/j.chaos.2022.112023

[4]	A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Chaos, Solitons & Fractals, 2022 DOI:10.1016/j.chaos.2022.112023

[5]	Optimal importance sampling for continuous Gaussian fields Journal of Applied Analysis, 2020 DOI:10.1515/jaa-2020-2022

[6]	Option pricing of geometric Asian options in a subdiffusive Brownian motion regime AIMS Mathematics, 2020 DOI:10.3934/math.2020342

[7]	Optimal importance sampling for continuous Gaussian fields Journal of Applied Analysis, 2020 DOI:10.1515/jaa-2020-2022

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