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scientific article
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scientific article

    Statements

    author
    Zhiguang Li
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    Shu-Gui Kang
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    publication date
    6 January 2017
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    zbMATH Keywords
    option pricing
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    Vasicek model
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    Black-Scholes model
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    mixed fractional Brownian motion
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    Identifiers

    zbMATH DE Number
    6672031
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