Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility
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Publication:2866791
DOI10.4064/ba61-2-12zbMath1314.91211OpenAlexW2083489815MaRDI QIDQ2866791
Publication date: 16 December 2013
Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/ba61-2-12
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