Sun, Lin
This article is maintained by: Elsevier
Article Title: Pricing currency options in the mixed fractional Brownian motion
Journal Title: Physica A: Statistical Mechanics and its Applications
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.physa.2013.03.055
Content Type: article
Copyright: Copyright © 2013 Elsevier B.V. All rights reserved.