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scientific article
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scientific article

    Statements

    author
    Xiao Heng
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    Hong Xue
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    publication date
    10 August 2016
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    Mathematics Subject Classification ID
    91G20
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    91B30
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    60G22
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    zbMATH DE Number
    6612473
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    zbMATH Keywords
    sub-fractional Brownian motion
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    vulnerable option
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    actuarial approach
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