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scientific article
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scientific article

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    author
    Yuhuan Jin
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    Hong Xue
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    Jinqian Feng
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    publication date
    6 January 2017
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    zbMATH DE Number
    6671412
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    zbMATH Keywords
    bifractional Brownian motion
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    gap option
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    stochastic interest rate
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    actuarial mathematics
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