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~subject:"Closed-Form Solution"
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Closed-Form Solution
Closed-form solution
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Stochastischer Prozess
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closed-form solution
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Hiraguchi, Ryoji
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Liang, Zhian
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Mao, Zhijuan
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Journal of mathematical finance
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Macroeconomic dynamics
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1
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
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A note on the analytical solution to the neoclassical growth model with leisure
Hiraguchi, Ryoji
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 473-479
Persistent link: https://www.econbiz.de/10010356780
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