Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing geometric Asian rainbow options under fractional Brownian motion |
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Pricing geometric Asian rainbow options under fractional Brownian motion (English)
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27 June 2022
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fractional Brownian motion
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rainbow options
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Asian options
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Monte Carlo simulation
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