<i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833)
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scientific article; zbMATH DE number 7664567
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| English | <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model |
scientific article; zbMATH DE number 7664567 |
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<i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (English)
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17 March 2023
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\(N\)-fold compound option
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fractional Brownian motion
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jump-diffusion model
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phase-specific characteristics
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technical risk
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0.7989595532417297
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0.7769342064857483
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0.7656013369560242
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0.7645600438117981
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0.7386544942855835
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