title:OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES
authors:Giulia Rotundo (giulia.rotundo@uniroma1.it) and Roy Cerqueti (roy.cerqueti@unimc.it)
source: New Mathematics and Natural Computation (NMNC), 2010, vol. 06, issue 01, pages 109-118
2
title: Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis
authors: Fernando A.S. Postali, and Paulo Picchetti
source: Energy EconomicsVolume 28, Issue 4, July 2006,Pages 506-522
3
title: Comment on 'Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by L
vy Processesby C. Ribeiro and N. Webber
authors:Martin Becker
source: Applied Mathematical Finance,Volume17,Issue2April2010, pages 133- 146


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