hu:02:option¶
BibTeX Entry:
@incollection{hu:02:option,
author = {Hu, Yaozhong},
booktitle = {Recent developments in mathematical finance ({S}hanghai, 2001)},
doi = {10.1142/9789812799579\_0005},
mrclass = {91B28 (60H10)},
mrnumber = {1882291},
pages = {49--59},
publisher = {World Sci. Publ., River Edge, NJ},
title = {Option pricing in a market where the volatility is driven by fractional {B}rownian motions},
url = {https://doi.org/10.1142/9789812799579\_0005},
year = {2002}
}