Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing geometric Asian power options under mixed fractional Brownian motion environment |
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Pricing geometric Asian power options under mixed fractional Brownian motion environment (English)
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13 November 2018
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mixed fractional Brownian motion
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option price
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Asian option
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Asian power option
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