European call option pricing under a mixed fractional Brownian motion environment (Q3402855)
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scientific article; zbMATH DE number 5669894
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| English | European call option pricing under a mixed fractional Brownian motion environment |
scientific article; zbMATH DE number 5669894 |
Statements
12 February 2010
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mixed fractional Brownian motion
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quasi-conditional expectation
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option
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0.9148809313774108
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0.8973850011825562
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0.8903750777244568
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