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.

Brownian Motion and dynamic light scattering to Characterize Particle Size;

Brownian motion measurement of nano particles with the SPT method;

Effect of confined geometry on Brownian motion;

An analysis of influence led by Brownian movement on measurement result of Millikan s oil-drop;

The Submicron particles suspended in liquld do Brownian movement and it's mov-ing disolacement is relation to the particle size.

This paper introduces a new method that measures Brownian movement track and particle s size of submicron particles according to Langevin s Brownian movement theory.