@article{solutionofintegralswithfractional,
  title = {Solution of integrals with fractional Brownian motion for different Hurst indices},
  author = {Fei Gao and Shuaiqiang Liu and Cornelis W. Oosterlee and Nico M. Temme},
  year = {2022},
  eprint = {2203.02323},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2203.02323v2},
}