Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839)
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scientific article; zbMATH DE number 6939976
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| English | Pricing european option under the time-changed mixed Brownian-fractional Brownian model |
scientific article; zbMATH DE number 6939976 |
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Pricing european option under the time-changed mixed Brownian-fractional Brownian model (English)
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20 September 2018
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option pricing
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mixed Brownian-fractional Brownian motion
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time-changed process
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0.8903750777244568
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0.8750515580177307
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0.8618896007537842
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