Pricing European lookback option by a special kind of mixed jump-diffusion model (Q4640420)
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scientific article; zbMATH DE number 6874305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European lookback option by a special kind of mixed jump-diffusion model |
scientific article; zbMATH DE number 6874305 |
Statements
25 May 2018
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mixed jump-diffusion fractional Brownian motion
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Merton assumptions
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fractional Wick-Itô-Skorohod integral
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European lookback option
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Pricing European lookback option by a special kind of mixed jump-diffusion model (English)
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