Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing beyond Black-Scholes based on double-fractional diffusion |
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Option pricing beyond Black-Scholes based on double-fractional diffusion (English)
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13 November 2018
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double-fractional diffusion
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Lévy option pricing
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risk redistribution
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