PROCEEDINGS OF THE 2015 CONFERENCE ON INFORMATIZATION IN EDUCATION, MANAGEMENT AND BUSINESS
ISSN：
2352-5398
年：
2015
卷：
20
页码：
870-876
会议名称：
2nd International Conference on Informatization in Education, Management and Business (IEMB)
会议论文集名称：
Advances in Social Science Education and Humanities Research
会议时间：
SEP 12-13, 2015
会议地点：
Guangzhou, PEOPLES R CHINA
会议主办单位：
[Min, Zhang] Univ South China, Sch Math & Phys, Hengyan 421001, Peoples R China.
会议赞助商：
Int Assoc Cyber Sci & Engn
主编：
Tan, D
出版地：
29 AVENUE LAVMIERE, PARIS, 75019, FRANCE
出版者：
ATLANTIS PRESS
ISBN：
978-94-6252-105-6
机构署名：
本校为第一且通讯机构
院系归属：
数理学院
摘要：
Using physical probabilistic measure of price process and the principle of fair premium, we deal with pricing formula of option on Foreign currency option under the assumption that foreign option price process driven by fractional Brownian motion process, we obtai...
