Pricing of power options based on mixed fractional Hull-White interest rate model (Q4624367)
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scientific article; zbMATH DE number 7028595
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| English | Pricing of power options based on mixed fractional Hull-White interest rate model |
scientific article; zbMATH DE number 7028595 |
Statements
22 February 2019
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fractional Hull-White model
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power option
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partial differential equation method
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option pricing
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0.8545015454292297
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0.8525072932243347
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0.8382236957550049
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