Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in illiquid markets: a fractional jump-diffusion approach |
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Option pricing in illiquid markets: a fractional jump-diffusion approach (English)
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28 August 2020
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Dupire's equation
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sub-diffusion
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fractional derivative
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subordinated process
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