OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION:: CROSSING BARRIERS ESTIMATES.

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Bibliographic Details
Title:	OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION:: CROSSING BARRIERS ESTIMATES.
Authors:	ROTUNDO, GIULIA^1,2 giulia.rotundo@uniroma1.it, CERQUETI, ROY² roy.cerqueti@unimc.it
Source:	New Mathematics & Natural Computation. Mar2010, Vol. 6 Issue 1, p109-118. 10p. 4 Graphs.
Database:	Mathematics Source

Description
ISSN:	17930057
DOI:	10.1142/S1793005710001633