The valuation of European option with transaction costs by mixed fractional Merton model (Q6282687)
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scientific article; zbMATH DE number 900305837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of European option with transaction costs by mixed fractional Merton model |
scientific article; zbMATH DE number 900305837 |
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1 February 2017
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q-fin.PR
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math.PR
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