The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The closed-form option pricing formulas under the sub-fractional Poisson volatility models |
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The closed-form option pricing formulas under the sub-fractional Poisson volatility models (English)
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16 May 2022
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option pricing
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characteristic function
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stochastic volatility
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long-memory
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Hurst exponent
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