Research on Asian Option Simulation Pricing Based on MFBM Model
CHEN Dunyong
SUN Yudong
Keywords：standard Brownian motionno arbitrage principlemixed fractional Brownian motionHurst indexnumerical simulation
Publication Date：2023-09-20
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：8( 397-404 )