Open AccessThe Pricing for Warrant Bonds under Double Fractional Brownian Motion
Author(s) -
陈 飞跃
Publication year - 2014
Publication title -
ying yong shu xue jin zhan
Language(s) - English
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2014.34031
Subject(s) - warrant , brownian motion , bond , fractional brownian motion , economics , statistical physics , mathematics , financial economics , physics , finance , statistics