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Derivation and Application of Some Fractional Black–Scholes Equations Driven by Fractional G-Brownian Motion

Published Online: 2022-04-25

Published Print: 2023-04

Authors

Guo, Changhong

Fang, Shaomei https://orcid.org/0000-0002-7017-8168
He, Yong
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (72101061, 71974038)

Guangdong Basic and Applied Basic Research Foundation (2019A1515011749)
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Text and Data Mining valid from 2022-04-25

Version of Record valid from 2022-04-25
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Article History

Accepted: 29 March 2022

First Online: 25 April 2022

Document is current