Taking the Brownian dimension as their texture feature, image blocks were clustered and sorted, to control the number of domain blocks to be compared with each range block in coding.

Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion;

Under the assumption that the price of underlying asset follows a fractional Brownian motion,this paper investigates the pricing and hedging strategy for the Asia option with arithmetic averaging by using a Numeraire transformion and replication the price of Asia option is transformed into a European option.

Under the hypothesis of underlying asset price submitting to multidimensional Fractional Brownian Motions and Poisson Processes,we obtain the pricing formula of Bi-direction European Option by means of the generalized pricing formula of European contingent claim.

Based on the discussion of fractal Brownian field and fractal dimension estimation,a fractal interpolation method of DEM is introduced and some concret algorithms and actual examples are given in this paper.