Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (Q2886163)
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scientific article; zbMATH DE number 6040960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes |
scientific article; zbMATH DE number 6040960 |
Statements
1 June 2012
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European contingent claims
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exotic options
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Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (English)
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