Pricing of maximum or minimum option in the fractional Brownian motion environment (Q5322781)
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scientific article; zbMATH DE number 5585127
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| English | Pricing of maximum or minimum option in the fractional Brownian motion environment |
scientific article; zbMATH DE number 5585127 |
Statements
22 July 2009
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fractional Brownian motion
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contingent claim
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maximum or minimum option
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0.9197579622268676
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0.8889128565788269
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