Department of Mathematics, Community College in Al-Aflaj, Sattam University, Al Kharj, KSA
Department of Mathematics and Statistics, School of Quantitative Sciences, Universiti Utara Malaysia, Sintok, Kedah, Malaysia
Department of Mathematics and Statistics, School of Quantitative Sciences, Universiti Utara Malaysia, Sintok, Kedah, Malaysia
Copyright © 2016 Mohammed Alhagyan, Masnita Misiran, Zurni Omar et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Alhagyan, M. , Misiran, M. and Omar, Z. (2016) Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing.
Open Access Library Journal,
3, 1-12. doi:
10.4236/oalib.1102863.