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"N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion."

Pingping Zhao et al. (2022)

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DOI: 10.1007/S40815-022-01283-2

access: closed

type: Journal Article

metadata version: 2023-11-12

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  dblp key:
  - journals/ijfs/ZhaoWXC22
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  - https://dblp.org/rec/journals/ijfs/ZhaoWXC22
Pingping Zhao, Tong Wang, Kaili Xiang, Peimin Chen:
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion. Int. J. Fuzzy Syst. 24(6): 2767-2782 (2022)

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