Open AccessPricing Multi-Period Return Guarantees Combined with Asset Allocation Strategy under Fractional Brownian Motion
Author(s) -
邓艳莲,
陆允生
Publication year - 2016
Publication title -
jin rong
Language(s) - English
Resource type - Journals
eISSN - 2161-0967
pISSN - 2161-0975
DOI - 10.12677/fin.2016.62007
Subject(s) - fractional brownian motion , period (music) , brownian motion , economics , econometrics , mathematics , financial economics , physics , statistics , acoustics