Pricing for outer performance option in mixed fractional Brownian motion with jump (Q2859731)
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scientific article; zbMATH DE number 6230178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing for outer performance option in mixed fractional Brownian motion with jump |
scientific article; zbMATH DE number 6230178 |
Statements
19 November 2013
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fractional Brownian motion with jump
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outer performance option
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European option
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partial differential equation
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Pricing for outer performance option in mixed fractional Brownian motion with jump (English)
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