Option pricing in subdiffusive Bachelier model (Q650194)

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Option pricing in subdiffusive Bachelier model
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    Option pricing in subdiffusive Bachelier model (English)
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    25 November 2011
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    subdiffusion
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    fractional Fokker-Planck equation
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    Bachelier model
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    option pricing
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    model of financial markets
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    infinitely divisible distribution
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    tempered stable distribution
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