Pricing Formulas of Compound Options under the Fractional Brownian Motion (Q2838665)
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scientific article; zbMATH DE number 6185916
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| English | Pricing Formulas of Compound Options under the Fractional Brownian Motion |
scientific article; zbMATH DE number 6185916 |
Statements
Pricing Formulas of Compound Options under the Fractional Brownian Motion (English)
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10 July 2013
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fractional Brownian motion
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compound option
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Black-Scholes formula
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