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scientific article
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scientific article

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    author
    Zhixiang Chen
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    Hong Xue
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    publication date
    17 May 2017
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    Mathematics Subject Classification ID
    91G20
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    60J70
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    60J75
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    60H30
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    zbMATH DE Number
    6718661
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    zbMATH Keywords
    bifractional Brownian motion
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    jump-diffusion process
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    exchange option
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    actuarial approach
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