Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of perpetual American put option with sub-mixed fractional Brownian motion |
scientific article |
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Pricing of perpetual American put option with sub-mixed fractional Brownian motion (English)
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30 April 2020
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option pricing
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sub-mixed fractional Brownian motion
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perpetual American option
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pricing models
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