Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing geometric Asian power options in the sub-fractional Brownian motion environment |
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Pricing geometric Asian power options in the sub-fractional Brownian motion environment (English)
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26 April 2022
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sub-fractional Brownian motion
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option pricing
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geometric Asian options
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geometric Asian power options
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Monte Carlo simulations
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