Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate-analytical solution to the information measure's based quanto option pricing model |
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Approximate-analytical solution to the information measure's based quanto option pricing model (English)
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9 September 2022
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quanto option pricing model
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Black-Scholes equation
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Kullback relative information
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Laplace homotopy perturbation method
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Liouville-Caputo fractional derivative
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