Reload option pricing in sub-fractional Brownian motion environment (Q5195745)
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scientific article; zbMATH DE number 7112678
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| English | Reload option pricing in sub-fractional Brownian motion environment |
scientific article; zbMATH DE number 7112678 |
Statements
2 October 2019
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reload option
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sub-fractional Brownian motion
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actuarial approach
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0.9049445986747742
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0.8153388500213623
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