Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717)
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scientific article; zbMATH DE number 7348391
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| English | Pricing catastrophe equity put options in a mixed fractional Brownian motion environment |
scientific article; zbMATH DE number 7348391 |
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Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (English)
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14 May 2021
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0.8073700070381165
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0.8061593770980835
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0.7950621247291565
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0.7946945428848267
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