Pricing European and American options under fractional model (Q5085891)
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scientific article; zbMATH DE number 7551020
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| English | Pricing European and American options under fractional model |
scientific article; zbMATH DE number 7551020 |
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30 June 2022
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pricing European option
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pricing American option
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stochastic volatility
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fractional Black and Scholes model
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fractional Heston model
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Adomian decomposition
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0.9218176007270812
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0.8635146617889404
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0.8275960087776184
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0.8269526958465576
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