Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839)

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Pricing european option under the time-changed mixed Brownian-fractional Brownian model
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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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