Correlated continuous time random walk and option pricing (Q1619172)
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scientific article; zbMATH DE number 6977795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlated continuous time random walk and option pricing |
scientific article; zbMATH DE number 6977795 |
Statements
Correlated continuous time random walk and option pricing (English)
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13 November 2018
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anomalous diffusion
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correlated continuous time random walk
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option pricing
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transaction cost
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