Pricing of power European options based on Tsallis entropy and O-U process under stochastic interest rate (Q3132379)
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scientific article; zbMATH DE number 6831806
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| English | Pricing of power European options based on Tsallis entropy and O-U process under stochastic interest rate |
scientific article; zbMATH DE number 6831806 |
Statements
29 January 2018
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Tsallis entropy
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Vasicek interest rate model
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O-U process
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martingale
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0.9095231890678406
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0.8591916561126709
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0.7826026082038879
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