Quanto option pricing in bi-fractional Brownian motion environment (Q4574485)
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scientific article; zbMATH DE number 6906906
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| English | Quanto option pricing in bi-fractional Brownian motion environment |
scientific article; zbMATH DE number 6906906 |
Statements
18 July 2018
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bi-fractional Brownian motion
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actuarial mathematics
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stochastic analysis theory
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quanto option pricing
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0.8616639375686646
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0.8582205176353455
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0.851857602596283
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0.8289205431938171
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