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

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Title: OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION:: CROSSING BARRIERS ESTIMATES.
Authors: ROTUNDO, GIULIA1,2 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
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  Data: OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION:: CROSSING BARRIERS ESTIMATES.
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  Data: <searchLink fieldCode="JN" term="%22New+Mathematics+%26+Natural+Computation%22">New Mathematics & Natural Computation</searchLink>. Mar2010, Vol. 6 Issue 1, p109-118. 10p. 4 Graphs.
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        Value: 10.1142/S1793005710001633
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      – Code: eng
        Text: English
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      – TitleFull: OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION:: CROSSING BARRIERS ESTIMATES.
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              Text: Mar2010
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