Estimation and pricing under long-memory stochastic volatility
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- scientific article; zbMATH DE number 1517499 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
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Cited in
(60)- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment
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