Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing of geometric Asian options in a subdiffusive Brownian motion regime |
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Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (English)
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25 April 2022
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hedging
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option pricing
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subdiffusive process
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Asian option
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