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Q4574941 - MaRDI portal

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scientific article; zbMATH DE number 6907295
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scientific article; zbMATH DE number 6907295

    Statements

    author
    Xinyu Gao
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    Li-Xia Liu
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    publication date
    18 July 2018
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    zbMATH Keywords
    fractional Brownian motion
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    uncertain strike price
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    collar option
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    measure transformation
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    Identifiers

    zbMATH DE Number
    6907295
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