A new option pricing method: Based on the perspective of sub-mixed fractional Brownian motion

YU Mei, CHENG Zhiyong, DENG Jun, WANG Shouyang

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (11) : 2761-2776.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (11) : 2761-2776. DOI: 10.12011/SETP2019-2880

A new option pricing method: Based on the perspective of sub-mixed fractional Brownian motion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(11): 2761-2776 https://doi.org/10.12011/SETP2019-2880

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