Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime (Q6301075)
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scientific article; zbMATH DE number 900347996
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| English | Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime |
scientific article; zbMATH DE number 900347996 |
Statements
2 May 2018
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q-fin.PR
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math.PR
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