Title: OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES  
Author(s): GIULIA ROTUNDO   ROY CERQUETI
source: New Mathematics and Natural Computation  Volume: 6, Issue: 1(2010) pp. 109-118     DOI: 10.1142/S1793005710001633

link: http://www.worldscinet.com/nmnc/06/0601/S1793005710001633.html