Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model |
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Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (English)
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4 August 2022
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time-changed process
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mixed fractional Brownian motion
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mixed hedging strategy
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option pricing
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