Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778): Difference between revisions

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Property / full work available at URL: https://doi.org/10.3934/math.2021422 / rank
 
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Latest revision as of 18:33, 28 July 2024

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Valuation of bid and ask prices for European options under mixed fractional Brownian motion
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    Valuation of bid and ask prices for European options under mixed fractional Brownian motion (English)
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    25 April 2022
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    conic finance
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    option pricing
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    mixed fractional Brownian motion
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    bid-ask spreads
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    WANG transform
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